Sticky sessions, also known as session affinity, refer to a method used in load balancing where a user's requests are consistently directed to the same server during their session. This is important for applications that maintain user state, such as shopping carts or user profiles, ensuring a seamless experience without losing data as users navigate through the site. In a typical web application, when a user interacts with the system, their session data is stored on a specific server. By using sticky sessions, the load balancer keeps track of which server is handling the user's requests, allowing for efficient data retrieval and a smoother interaction with the application, such as those found in e-commerce platforms or social media sites.