To pry is to try and find something out that is none of your business. We all hate people who pry, sticking their nose into our personal affairs, and it is an annoying and disrespectful habit.
We are taught as children to ask questions, but sometimes those questions are used to pry, or peek into someone's private business. A nosy person will peek into some else's life the same way one might use a crowbar to pry open a crate (though — alert! — that pry has a different origin). Our word is thought to come from a word related to the Old English verb beprīwan, "to wink," which evolved into the Middle English prie, "to peer in," which gives us today's meaning.