Pickle finger refers to
the state in which you finish
fingering a girl (or yourself, if you are female) and your finger is now covered in vaginal moisture. The wet mess you're left with all over your finger resembles
the process of "pickling", or preserving of food. This term is even more accurate when the mess just doesn't seem to wanna wash off of your finger, leaving it feeling moist and sometimes leaving a stench. Congrats, your finger is now pickled.