Gfci plug into gfci receptacle

Some devices come with a built in gfci adapter. Will these still work properly if you plug it into a gfci receptacle?

Secondly, if water gets into a normal receptacle, what could happen? Sparks, just a short circuit? Ie if you have a gfci device plugged into a normal receptacle but water gets into the normal receptacle
- will the device pick it up
- what happens in the normal receptacle