I think being nosy starts out as just curiosity. Then I think there's a point where curiosity tips over into nosiness. A curious person will wonder about things, but doesn’t ask or take it any further because he knows it’s none of his business. A nosy person thinks it is his business and asks anyway. And I then I think the next logical step for a nosy person is gossip. Gossip isn't just passing on information about someone, it's doing it with one's own opinions and judgements thrown in to the mix.
Yeah, I think I'm kinda nosy. Not nosy to the point where I'm constantly staring out my window with binoculars checking on the neighbors because I really don't care. But I definitely am curious about the lives of my friends and acquaintances which can sometimes tip over into nosiness because I really do understand that it's none of my business, but I want to know anyway.