Visual: This word starts off with a pair of letters that some typographers are quite finicky about, fi. In order to keep the top of the f and the dot on the i from conflicting, many type faces will have a separate fi character, which has either a reduced f or an f that dots the i with its forelock. There follows a more ordinary assortment of vertical strokes and curves, but with a sudden departure to diagonals in the ky at the end, as though the person has gone completely snaky – no, that’s too sinuous; perhaps freaky.
In the mouth: There is a procession backwards in the mouth, from lips via tongue tip to velum, and from softer to harder, starting with that softest fricative [f], moving through a nice nasal [n], and hitting a crisp voiceless [k] at last. Each consonant is followed by a high front vowel, with the last one the highest and tightest. In short, the word draws back and tightens and hardens, like a person who has just touched something icky.
Etymology: Finicky is related to the verb finick and the noun and adjective finicking and the adjective finical. The apparent oldest of the set is finical, dating from the late 1500s; finicky doesn’t hit the scene until the early 1800s. Where did all this come from? A common but uncertain supposition is that it’s from fine plus ical as in cynical and ironical.
Collocations: I think first of ads about cats being finicky eaters, and the Corpus of Contemporary American English puts finicky eater(s) high on the list, just below finicky about. About what? Food, weather, being touched, what have you. Apparently fish are also seen as finicky. So, of course, are children. Some people and things are notoriously finicky.
Overtones: It’s hard not to suspect the sense and usage of the word are influenced by its echoes of panicky and picky and fickle and, of course, icky, and maybe even fink. Also, somewhere back in the mind, fidgety. One can picture going picnicking with a kid named Finnegan (or maybe Nicky) who picks at food and calls it icky and insists he will be sick unless he has a flawless pickle sandwich. At last you declare, “Must you be so fricking finicky!”
Semantics: The dictionary definition is really just the start, isn’t it? I think I’d sum it up in a nutshell as ‘excessively fastidious’. But when you say someone is finicky, there’s an air of perhaps feline daintiness about it, aided by the slightness suggested by the high front vowels, and even if the finickiness is not to do with food it won’t be long before you’re thinking of finicky eaters. You can picture someone picking at something before finally flicking it aside. Finicky makes fussy sound messy.