Answer:
A hole leading in, a hole leading out, we connect to a cavern that is slimy all throughout. What are we?
So cold, damp and dark this place. To stay you would refrain, yet those who occupy this place do never complain.
What can be heard and caught but never seen?
What must be in the oven yet can not be baked? Grows in the heat yet shuns the light of day? What sinks in water but rises with air? Looks like skin but is fine as hair?
It can pierce the best armor and make swords crumble with a rub, yet for all its power It can't harm a wooden club.
What never gets any wetter no matter how hard it rains?