If you launch Stickies and create a new note, it sticks that note to the Space where it was created. If you click the Stickies icon in the Dock to make another note, the system will move you back to that Space. Fine, except that if you usually work on Space 1 and you end up with all your Stickies on Space 3, for example, they are "out of sight, out of mind" -- not what you want in a reminder. Notes won't drag off the edge of a screen onto another Space like normal windows, nor do they respond to the "click-hold-control-number" method of switching a window to another Space. There doesn't seem to be any way to get your Stickies back to your main Space.
You can use Spaces' All Spaces view (F8) to drag Stickies notes between Spaces, but that's slow. (It's OK if you want to move just one or two notes between Spaces). But if you want to quickly consolidate all your notes, quit Stickies, return to your main Space, and relaunch Stickies. This will bring all the notes into your main Space.
Mac OS X Hints
http://hints.macworld.com/article.php?story=20091013171001448