If a live earthworm is pricked with a needle on its outer surface without damaging its gut, the fluid that comes out is

The body wall of the earthworm encloses a true body cavity, the coelom, which surrounds the gut and is filled with coelomic fluid.
If the body wall is pierced without damaging the gut, the needle enters the coelom, and the coelomic fluid oozes out.
The earthworm has a closed blood vascular system, so its blood is confined to vessels; it has no haemolymph (haemolymph is the fluid of the open circulatory system of arthropods).
Mucus is secreted on the surface and does not come out of a puncture.
Hence the fluid that comes out is coelomic fluid.