Stickies are little boxes that can be put in your user page to provide information, they are very much like "UserBars" used in forum signatures. There are 2 types of stickies, Normal Stickies and Contact Stickies. Contact Stickies display information about how to contact the user, for more information & how to implement these into your page, see the Contact Stickies page.
Normal Stickies tell people about you, like which of the 3 games you have, if you like making maps, which console you own etc. To implement Normal Stickies into your user page, see this page.