"Sticky tape" is British, and is sometimes used to avoid using a brand name. In the United States, 99% of the time we say "Scotch tape." "Scotch tape" is actually a brand name brand name. "Scotch tape" is thin and transparent. It is typically used for sticking paper to paper, or sticking paper to walls, or repairing tears in paper.
"Adhesive tape" is white, strong, very adhesive, and used to stick bandages to skin.
"Duct tape" is grey, about 5 cm. wide, very strong, very sticky, and used as a general way of repairing many things. In the United States, there's a saying, "If it moves, and it shouldn't, use duct tape. If it doesn't move and it should, use WD-40."