why does citric acid and baking soda mixed together go sticky then hard

This is an exothermic reaction that is taking place. The actual scientific equations look like this:

3NaHCO3 + C6H8O7-----3CO2+3H2O+Na3C6H5O7

Basically said, you are putting an acid and a base together. The resulting reaction leaves a residue that produces a sticky polymer.