> Maybe I'm stupid but
>
> "what is NAGs or NAG or nag"

No you are not stupid. Its easy forget that some words have become
slang/jargon/colloquial, and not realise that the meaning is not
obvious to all.

"nag" in this instance refers to dialogs that popup regularly to
remind you that the program is not registered.

More literally; "nag" means to repeatedly annoy someone, usually
verbally.

Geoff Worboys
Telesis Computing