How can you know if you are playing correct and how important is this?
//Depp
Hello!
This quote from Josef Hofmann has been invaluable (Instead of bludering my way through explaining it, I will simply let his own words speak for themselves):
"The blurring of the tonal picture produces a temporary (don't be frightened!) paralysis of the motoric centres which control the fingers. Every pianist knows - unfortunately - the sensation of having his fingers begin to "stick" as if the keys were covered with flypaper, and he knows, also, that this sensation is but a warning that the fingers are going on a general and even "sympathetic" strike - sympathetic, because even the momentarily unconcerned fingers participate in it. Now the cause of this sensation lies not in a defective action of the fingers themselves, but solely in the mind. It is there that some undesired change has taken place, a change which impairs the action of the fingers. The process is like this: by quick repetitions of complicated figures, slight errors, slips, flaws, escape our notice; the more quick repetitions we make the larger will be the number of these tiny blots, and this must needs lead finally to a completely distorted tonal picture. This distortion, however, is not the worst feature. Inasmuch as we are very likely not to make the same little blunders at every repetition the tonal picture becomes confused, blurred. The nerve contacts which cause the fingers to act become undecided first, then they begin to fail more and more, until they cease altogether and the fingers - stick! At such a juncture the student should at once resort to slow practice. he whould play the defective place clearly, orderly, and, above all, slowly, and persist in this course until the number of correct repetitions proves sufficient to crowd the confused tonal picture out of the mind...Make the mental tonal picture sharp; the fingers must and will obey it."
So if you like the "sticky-finger" phenomenon, play messy all you like. I personally detest it and have found "sharpening my mental tonal picture" by slow practice to be quite helpful.