Admin: The Stickies database randomly gets erased on some restarts for some reason. It has done it to me when I simply restarted, and I hadn't even installed an operating system update.
I have a script that can be run from the Script menu extra that will automatically create backups of your Stickies database, if you want. It actually maintains three backups, so you'll really be protected.
Ed: That warning is for Dock Extras, otherwise known as "docklings". If you have one installed, OS X will always display that message after an operating system update. Just check your docklings and see if they work fine; if they do, then there should be no problems (and that will be the only time you see that message until you upgrade your operating system again).