The filter will be sticky, thats the ITG dust retention coating...just how their foam filters work. Just imagine all the dust and dirt getting stuck to that stuff. I find dish soap and/or glojo to work at getting it off my hands easily.
I'd let the car idle for a while first, the revs should smooth out. just your car learning the new breathing. Also, if you havent already, disconnect the battery for 15 minutes, then once reconnect, let it idle for a while. Should smooth out after a couple of days. You can clean your maf as well.
Ive had the fswerks intake on for a couple years now and have had no issues. What made you switch from Steeda to FSWerks?