MOSFET Controled Relay Problem
If the contacts stick, then this could be a problem of a welding of the metal. Yes, this can happen.
Please check the contact rating in the datasheet. One possible cause:
If the driving voltage /current through the coil is not strong enough to quickly turn on the relay, the armature may move rather slowly and thus a small electrical arc could develop. The arc in turn melts the surface of the contacts and they may weld.

Two ideas to remedy this:
1) Use a higher voltage to drive the coil (or a relay which is rated for a lower coil voltage)
2) Put a ceramic capacitor across the contact side of the relay.