Molecules of your hand are attracted by molecules of the surface. This attraction is called Adhesion and every substance exhibits it.
In a smooth surface, there is more surface for the molecule to interact, hence more attraction. This makes smooth surfaces sticky.
The ridges and peaks in a rough surface prevent the maximum number of interactions to occur, making them less sticky.
In a nutshell,
Smooth surface, more ~~surface~~ contact area, more sticky
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