So we look equation for the free Gibbs free energy (ΔG) which depends on entalpy (ΔH), temperature (T) and entropy (ΔS):
ΔG = ΔH - TΔS
ΔG is negative (-) because the water absorption on the silica gel surface is a spontaneous process.
ΔH is negative (-) because the water absorption on the silica gel surface is a exothermic process (it releases heat and if you want to desorb the water form the silica gen you need to add heat which is a endothermic process).
ΔS is negative (-) because the water is adsorbed, so from disorderly state you take the water molecules and put them in a orderly state and by doing that you decrease the entropy.