Pesky means annoying — usually in a small, nagging way, not a tragic one. Mosquitoes are pesky. A leak that keeps coming back is pesky. A little brother who will not stop asking is pesky. It is informal, and it sounds especially at home in American English; in British English people more often say annoying, or fiddly, or a nuisance. Though actually the feeling is often tired or almost fond, not hateful: a pesky problem is a bother, not an enemy. It is a bit folksy, the kind of word you hear in family talk and children’s stories more than in a formal report.