There are lots of moving parts and pivot points in the throttle linkage. There is also a return spring. If the spring isn't strong enough, the throttle won't return to idle. If it's too strong, you'll have trouble pushing the throttle down and it will cause excessive wear on throttle parts.
Check the spring first, then all of the pivot points. Pivot points should not be too sloppy, but they also can't bind. Fortunately, it's all mechanical, so you can troubleshoot it with the engine off.
