The verb pique means to make someone angry or annoyed. But when something piques your interest or curiosity, here the verb pique just means to arouse, stimulate, or excite.
Both the noun and verb are pronounced "pēk" and were borrowed from a French word meaning "a prick, irritation," from Old French, from piquer "to prick." So you can see how something that pricks you could make you both excited and angry. But it's frustrating––enough to make you want to storm away from learning vocab. That storming away, by the by, might be called a "fit of pique."