I think everyone has tried to blow air (breath) on toilet papers. The papers will get wet. I believe the holes diameters on a toilet paper should be much larger than diameters of water molecules. (The water molecule diameter is 282p meter. ) If that is the case, why water will trap on the toilet paper?
Toilet paper is made from cellulose and cellulose molecules contain many hydroxyl (-OH) groups. These groups have a strong dipole and interact strongly with water molecules, so toilet paper is hydrophilic. When you breathe on toilet paper the water vapour in your breath condenses on the cooler toilet paper, and because toilet paper is so hydrophilic the water sticks to it.
Just breathing on the toilet paper will only make it moist rather than wet. When the amount of water builds up to the point where the toilet paper is dripping wet a different mechanism takes over. In this case the water is held in the paper by capillary forces. The paper is made up from fibres and the gaps between the fibres are ideal for holding water by capillary forces. In The hydrophilic nature of the cellulose makes the water/cellulose contact angle small, so the capillary forces are strong.
The intermolecular attraction created by the dipolar nature of the water molecules is stronger than the force of gravity pulling the same water molecules down.