One of the reasons we respond so strongly to dream content is because it often is an exclamation point rather than a period. Dream statements exist in the superlative as often as not. This is especially true of the interpersonal relationships-some are revealed as the best; others as the worst. Over time, no interpersonal event is more draining than the nag.
Who is nagging you and why? Some dreams include the nagger as a caricature of nagging, and the droning eventually becomes funny. Other dreams create a symbolic avoidance of a person because of a fear of nagging. The final version of the nag is the forward, ongoing sapping of your emotional strength through the dream story.
There may be a facet of your waking life where you have chosen denial as your modus operandi. Nagging dreams may be a specific attempt to draw you back into dealing with it.
More often, the dream is about a person that you are taking too seriously or not seriously enough. The interpretation depends on your waking relationship to the individual, the content of the nagging as it reflects actual waking priorities, and your honesty in the relationship.
Are you meeting the expectations of others responsibly or do you feel inherently inadequate?
Are others directly criticizing your inadequacy at certain levels?