Ken gave you a great guide to follow. Solenoids sticking can be a few different things.
A.) Every solenoid has what's called a coil sleeve which is simply a removable plastic tube/shaft. These become worn with time. It's best to replace them as the wear will drag the plunger causing slow response. Sometime you can simply remove them, cleen them up and they'll be fine. Sometimes adding grphite dust will help also.
B.) If the solenoid engages when power is applied this is usually indicative of a blown TIP transistor, pre driver transistor and/or diode. Depends on what era of pin we're talking about.