Curious suggests a desire to know, especially to learn about matters that are not really one's concern or business: "This resident is curious about the activities of his neighbors." Inquisitive implies the asking of questions, the act of prying, in order to satisfy curiosity: "This determined fieldworker was inquisitive in her research." A person can be curious while doing nothing more than wondering, but an inquisitive individual engages in spying, peeping, or prying.
Dictionary of problem words and expressions. Harry Shaw. 1975.