stickyHeaderIndices={[0]} would solve your problem.
<FlatList
data={this.state.data}
renderItem={this.renderItem}
keyExtractor={item => item.id}
stickyHeaderIndices={[0]}
/>
Besides, stickyHeaderIndices can also be an array of the indices we want to stick. You can even set a lot of indices like this:
FlatList Sticky Header Example
<FlatList
data={this.state.data}
renderItem={this.renderItem}
keyExtractor={item => item.name}
stickyHeaderIndices={[0, 6, 13]}
/>
When you keep scrolling the FlatList, item0 will be sticky, and then be replaced by item6, item13.

You can't find stickyHeaderIndices in the RN FlatList documentation. But you can find it in the source code. VirtualizedList supports it.
VirtualizedList.js#L964