Tell me about pellet size variations (i.e. 4.5mm vs. 4.52mm)

When buying pellets, I see slightly oversized available. Immediately I envision a pellet stuck in the barrel. What are the reasons I would want to consider larger diameter?

#noob question
Pellet fit into the bore can have a significant impact upon accuracy. For example, I have an HW97 that strongly prefers a 5.53 pellet over the standard" 5.52. I had an RWS 56 where the bore was oversized and it preferred a 5.54. I have never heard of anyone getting a pellet stuck in the bore by being 100th of an inch oversized. There is no substitute for pellet testing. Every rifle has a distinct preference and once you find it, it will make a tremendous difference in your satisfaction with your rifle.
 
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