Those type of supply lines often have a gasket seal in them...using anything in them can cause a leak (especially the tape if it gets on the gasket). If you can look at the end of the female and it has a gasket, don't use anything. The pipe on the top going into the tank likely needs pipe dope or tape as it is probably a tapered pipe thread going into the tank. But, any water drops you see there, may actually be coming from the hose connection.
You also don't want to crank a hose connection down exceptionally tight especially if there may be a burr on the top of the fitting you are attaching it to - you may just slice the gasket.