means A tiny puncture or hole made by (or as if by) the point of a pin, or by extension a small but irritating annoyance.

from A plain English compound, exactly what it says on the tin: the prick — a noun from Old English 'prica,' a point or dot — made by a 'pin,' itself an old Germanic word for a peg or pointed fastener. The literal sense (an actual jab from a pin) came first; the figurative sense, a small needling vexation, followed naturally, since anyone who's been jabbed knows how a thing so small can sting so loud.