Humidity is the amount of moisture in the air.
When it's hot and humid, you sweat, but because of the moisture in the air, it doesn't evaporate well, so it doesn't cool you down efficiently. Therefore, you feel hotter, and "damp." This includes scalp sweat, which is why your hair gets frizzy or limp, depending upon hair type.
So, it's important to aid your system as much as possible. Drink lots of fluids, as you'll be sweating more than usual. Wear light, loose, light colored clothing that "breathes" as much as possible. Do your touring early in the morning, then head back to your hotel (or have a plan to be out of the sun) by noontime. Continue touring after sunset. Change clothes during the day, and let the damp ones air.
Don't forget a hat, suncreen, sunglasses, water bottle, and a folding pocket fan.
May is usually not as humid as June-October, and the temperatures are more moderate, for Florida. I find it to be one of the nicer months for a WDW visit.