A sticky post (or sticky thread) is a feature of many online forum and bulletin board software. This allows a post to be stuck or pinned to the top of the screen. If it wasn't pinned in this way then it would slowly be displaced by more recently posted items that are moved to the top to indicate activity. Moodle doesn't currently offer such a feature but has several rich tools that can be used for the same effect.
Alternatives in Moodle
The best alternative to sticky threads in Moodle depends upon the type of information found in the particlar sticky thread or post:
Short intro text
If the post is a short intro with guidelines about the use of the forum or the types of behaviour and language that is appropriate, the kind of post that could be titled "Before you post" or "Read this first" then the forum introduction may be the best place to add this message.
Longer intro text
If it is the same kind of introductory text as above, but longer, then it may be appropriate to create a separate resource to contain it. This could be placed before the forum, and a link created from the forum introduction text that is found above the discussions.
An important thread
If it is the actual thread that is important, meaning that it is impossible or impractical to summarize the content and follow the above advice, then you can create a direct link to a thread, just as you can create a link to any part of Moodle just by copy and pasting the appropriate URL into the HTML editor. Again this link would be best included in the forum introduction text and you could combine an overview of the thread in the ways discussed above as well as a link to the original comments.
Constantly updated, with feedback
Often these sticky threads are left open for comments and the first post is continually edited to reflect the contributed feedback. As well as adapting the previous suggestions by updating the forum introduction or linked resource based on continuing comments you might want to consider providing a wiki to allow contributors to directly collaborate on a document rather than rely on those running the course to integrate comments to the core text.