This may happen if you are using the "Show Desktop" feature of Windows (using the Show Desktop icon in taskbar or using the Win+D keys). After which, if you show notes using Notezilla , clicking anywhere on the desktop will cause Windows to hide all the sticky notes.
So it is better to use the "Bring Notes On Top" (Ctrl+Shift+T) feature of Notezilla to access the Windows sticky notes. Or manually minimize the program windows to access the notes. The former is better (less steps).
The sticky notes are always stuck to Windows desktop when you create them. If you minimize all open windows, you will be able to see the desktop notes. Or right click on Notezilla icon and choose Desktop Notes->Show all notes from the menu.
If you use the 'Show Desktop' button of Windows, then please note that you will not be able to see the sticky notes. Because the 'Show Desktop' option is meant to show the desktop. Not any windows (sticky notes) over the desktop.
Note: The option "Hide notes on Show Desktop (Win+D)" of Notezilla , if disabled, sticky notes will remain visible on desktop when using "Show Desktop" (Win+D) feature.
You can however, use the hotkey Win+M and Shift+Win+M to minimize all windows so that you can see desktop sticky notes.