A sticky bonus is a casino offer that is tied to the player account, and cannot be cashed out or cancelled. On the other hand, a non-sticky bonus can be cancelled if you win with your real-money balance. This is only possible if you haven't started playing with your real-money balance yet.
Wagering requirements of some sticky bonuses can be higher, as these bonuses often require wagering of the bonus and the deposit. They are generally less favourable for players.