If the finish on the back of the neck is where the stickiness is, you can learn to live with it, or you could sell it while you still can, or if you're feeling brave you can sand the finish off down to the bare wood. Take your time and finish off with steel wool or equivalent. Then you can either protect the wood with something like tung oil or put another finish back on. I have no idea whether you'd be prepared to try this and I would recommend against unless a) you're desperate, or b) the guitar is so cheap you don't mind if it doesn't work. As a rule it is generally simpler, quicker and cheaper to sell a guitar you don't like and buy one you like than it is to try to change the one you don't like in any but the most cosmetic manner.