If you're not using silicone lube there are a few things to keep in mind (silicone lube does strange things with silicone sometimes - worst case scenario is that it bonds with the toy making a gummy mess of the surface, but sometimes it just disappears or makes a temporary welt).
Silicone is sometimes a little "grabbier," especially when it's smooth, soft silicone. This could explain the "tackiness", especially if the tackiness is consistent (doesn't change with the lube).
The other thing is that silicone toys often don't offer much grab to the lube - it just beads up and gets wiped off. This is especially a problem with toys used anally, since the anus tends to have a "squeegee" effect. Thicker lubes tend to stay better, and silicone lubes (that are silicone safe - see the Tantus website link
for a good article) as well as oil-based lubes tend to "stick" better to silicone toys.