'Pester' implies repeated actions that irritate someone, not just a one-time event. Even after I asked him to stop, he continued to pester me with phone calls.
Pro Tip 2/3
Negative Emotion
Using 'pester' suggests the person feels bothered; it's rarely neutral or positive. She felt overwhelmed by the street vendors who pestered her to buy souvenirs.
Pro Tip 3/3
Invasive Behavior
'Pester' can describe someone invading your personal space or time unwelcomely. My neighbor pesters me by constantly coming over uninvited to chat.