I plugged a indoor floor lamp outside using an indoor extension cord not realizing it was going to rain (i know - stupid!). Now I am afraid to unplug it, as everything is wet. What can I do to disconnect without getting electrocuted - I have kids. I need some help.
If the outdoor socket has gfci protection through another (indoor) outlet then you can turn that gfci outlet off.
If you know which circuit the outlet is on you can turn off just that breaker.
The nuclear option is to go to the main breaker and shut that off.
After the power is shut off you can safely unplug the extension cord and then turn the chosen shutoff back on.
From your description I don't think this situation presents much of a shock hazard.
From 40 years of living in a house with the old type of outdoor cover I am familiar with the spring loaded metal cover. If the metal cover is preventing the cord from being unplugged, then lift the cover slightly using a non conducting implement like a [dry] stick [dry piece of wood] or plastic spatula or pasta claw. Then grasp the cord six inches from the receptacle and pull it out.
Before grasping the cord you could test it for shock by touching it with the back of one finger. If you don't feel any shocking, then I'd say it is OK to grab it with your hand.
An outdoor socket ought to have GFCI protection. This is why.
Since electricity transmits rather nicely through wires, GFCI devices are able to protect outlets which are not near them. So for instance an outdoor circuit could have its GFCI protection be at the circuit breaker, or at an intermediate outlet, or at a special "GFCI-only device" called a deadfront, or even a GFCI+switch combo device (which are rather slick, they use the GFCI Test/Reset to actually throw the switch!)
The flip side of this is that when it trips, it can be hard to find.
So look around your house for GFCI outlets, deadfronts, or GFCI breakers in the basement, garage, or physically near the outlet in question. If there isn't one, put one in to protect your outdoor circuits.
Try to avoid outting a GFCI device at the outdoor receptacle. The weather tends to destroy them in short order, even though they're outdoor rated.