Mudskippers have several adaptations that allow them to survive out of mud for short periods. They have a strong muscular tail that helps them hop and move around on land. They also have special gills that allow them to breathe air, and their skin is covered in mucus that helps them retain water. However, none of these adaptations is enough to allow them to survive out of mud for long periods.
If you find a mudskipper out of mud, it is best to return it to its natural environment as soon as possible. You can do this by placing it in a shallow container of water with some mud or sand. If you cannot return it to its natural environment immediately, you can try to keep it alive for a few hours by providing it with a moist environment and some food.