All perfect praise be to Allaah, the Lord of the worlds. I testify that there is none worthy of worship except Allaah and that Muhammad, sallallaahu ‘alayhi wa sallam, is His slave and Messenger.
Running wet fingers between the toes is one of the recommended acts of Wudhoo’. In Al-Mughni, Ibn Qudaamah said:
"Running wet fingers between the fingers and toes is recommended in Wudhoo’. Doing that with the toes in particular is more confirmed. The Prophet, sallallaahu ‘alayhi wa sallam, said to Laqeet ibn Sabrah : "Perform Wudhoo’ perfectly and run wet fingers between the toes." [authentic]
Al-Mustawrid ibn Shaddad said: "I saw the Messenger of Allaah, sallallaahu ‘alayhi wa sallam, performing Wudhoo’ and he ran his little finger between his toes." [Abu Daawood, Ibn Maajah and At-Tirmithi].
Consequently, running the fingers between the toes is achieved when water reaches the spaces between them. Nevertheless, exaggeration in this is not required, since it should be taken easily. You also have to avoid obsession and do not give a free rein to this, since it is greatly harmful to the Muslim's religiousness.
Allaah Knows best.