it is probably sticking because you ebay filter isn't filter all elements and some dirt/oils may be getting into the intake and sticking against the throttle butterfly, holding it open.
You will only get a CEL if the problem persists for a while.
My brake lights were blown for a while, butafter about a week of them staying blown, I threw a CEL because of them. I replaced the bulbs and the CEL went away.
Yes you need to reset you ECU, to allow it to relearn a fuel map, to adjust for the added air you ar getting. Just disconnect the battery, then get in the car and tap the brakes, to drain all remaining power, hold the brakes down for about 10 seconds. Once all power is drained, re connect the battery, and let the car idle for about 5 minutes. turn the car off, then back on, and give it a test drive, to relearn the full fuel curve.
For future reference, I suggest equipping yoru intake with a conical K&N filter to filter better. Available for order at any local autoparts store. You will need to know the size of the intake piping though.