I can't seem to find anywhere that explains what this means or how a thread becomes "sticky" (which I assume means it always stays on the top of the lists).

Is this something only the moderators can allow for?

What constitutes why a thread gets designated as "sticky."

It doesn't seem to have a lot to do with the thread being on a "hot" or popular topic as I see one over in the ES350 forum that has only the original post and is now locked.

Can anyone explain this to me.

Nice forums BTW!!!

 

Yes
It can be a "hot " or popular topic, or an FAQ thread which you want to be on top all the time so people don't have to look for them.

The one in the ES350 forum is locked because it has a link to another thread about the items on sale in the appropiate forum, & they want everybody to reply in that link, not the one on the ES forum, it's like a referral thread.