With the tractor shut off, look up under the right side of the operator's platform and watch the mechanism work while pressing the forward pedal all the way forward. Release the pedal and see if returns quickly to neutral or if you have to help it return. If it returns to neutral fairly quickly, it may be that you need a little more tension on your return spring. If it is slow or sticks, it could be one of three things:
1. Lubrication - Make sure all grease fittings are greased, etc
2. Pedal return damper - This mechanism is hard to see, but it fits over behind your cruise control magnet and it could cause the problem you are having.
3. Cruise control electromagnet out of adjustment and dragging.
Your dealer should be able to fix this problem for you, but if you feel you want to try and fix it, here's an attachment that may help you. The damper is number 11 and the magnet is number 15.
Also, if you load your tractor down at low rpm, the pedals may not return. This is just a function of the way the transmission works. Keep your engine rpm up around 2000 and you should not have this problem when the engine is working under load.