This is a common problem with a simple solution. Sometimes the limbs of figures will feel sticky, or greasy. This can be fixed by gently washing the figure with a mixture of warm water, and a mild soap (mild dish soap or hand soap will work.) Wash it gently, let it dry on a clean towel, and you are good to go!
EDIT: August, 2015 –
I guess DAWN or grease cutting dish soaps work best!