Joking (bromeando) of course! A nuisance is something that bothers (molestia) you. So if someone says “what a nuisance” (¡qué lata) he is not happy about something or irritated (irritado) about something.
So if a mortal were to say “what a nuisance you are!” (¡eres un pasado!) they are not happy about some aspect of your behaviour.
Completing a tax return (declaración de la renta) can be “a nuisance” because it is so complicated.
Somebody “can be a nuisance”. You might say to somebody “you are being a nuisance” (me estás dando la lata) when someone is causing unnecessary trouble.
There is also “public nuisance” (molestia publica). Someone could be a “public nuisance” in the sense that he is always causing problems. You might say that someone is “always causing a public nuisance” (siempre está causando problemas).