If a Pokemon normally has no Retreat Cost, does Jellicent's "Stickiness" Ability give it a Retreat Cost of (*) instead?
Yes, Stickiness adds +1 to each of the opponent's Pokemon's Retreat Costs. However, if the Retreat Costs are set to zero by an effect such as Darkrai-EX's "Dark Cloak" Ability, they cannot be increased by Stickiness.
Source: Boundaries Crossed FAQ (2012-11-08), TPCi Rules Team (2012-11-08)