The option to change the shape of your stickies is only available for Text stickies.
- Click once on the sticky note you would like to edit.
- A menu will pop up.
- Select the shape that you would like to use. (Note that the shape with a "T" in it is a Title Sticky).

5. As soon as you click on a shape the menu with close. You can change the shape of your sticky notes as many times as you want.
The stickies will look like this:

Also see: