The stickyness on a new chain I thought was a coating to prevent corrosion. I personally use simple green, hose it off once done. I may even soak the chain in it. Once clean, I will give it a shot of wd-40 let it dry then relube. The cogs, I pull mine off the wheel then hit them with brake cleaner and a scrub brush. Mine look like new now and believe me, they were nasty!