Many substances are soluble, that is they dissolve in a liquid. More substances dissolve in water than anything else.
However, most substances do not dissolve in liquids. Otherwise we would have no solids at all! So, for example, metals do not dissolve in liquids, carrots do not dissolve in water, neither does grease, which is why you cannot wash up dirty dishes in water without a special extra substance (washing up liquid in this case).