Chilly but sticky, knight walks out (3)
I believe the answer is:
icy
'chilly' is the definition.
(thesaurus)
I can't explain the rest of the clue.
Can you help me to learn more?
(Other definitions for icy that I've seen before include "Glacial" , "Distant - freezing" , "frozen over!" , "Frosty and slippy" , "Very chilly" .)