Pesty is a special character. We don't meet many like her. Like Thomas, Mac, and Mayhew, she has artistic talent. As we learn in the church scene, her singing voice is extraordinarily beautiful. She's also a really fun and likeable character. Though she lives with the Darrows, she doesn't take sides in the Darrow/Pluto feud. And because she likes both the Darrows and Mr. Pluto, in the end, we trust they they're all good people.
Her "real" name isn't Pesty. Actually, we don't know her legal name, the name that would appear on an official document like a birth certificate or a social security card. Here's what Mac tells Thomas about her name when the duo surprises him just as he's discovering the passage leading under the house:
"…that girl there, she follows me around so Mama lets her stay. I call this girl Pesty. My daddy calls her Sarah, and Mama calls her Sooky. Mr. Pluto calls her Little Miss Bee […]." (4.21)
Thomas is amazed at this arrangement. Why does Pesty live with Mac's family if she isn't his sister? Well, it seems Pesty is an orphan. Mac tells Thomas that she "came in a new tin tub" (4.26) when he was about five. That means Pesty is about five, and that the Darrows adopted her. It's funny that Mac thinks his mother lets her stay because she follows him around. It's also cute and helps make Mac a character we like.
So, knowing that Mac's parents, the Darrows, adopted a child gives us a more gentle view of them than we get at other points in the story. Some readers think that Pesty must have problems at home because she's always running around alone and hanging out with Mr. Pluto in the cave. This is a possibility, but the story doesn't really say this. In 1969, in a small town like this one, out in the country, children were allowed to wander more freely. Playing outside was the norm. It sounds like she just really likes Mr. Pluto, and wants to be a part of something special. That the Darrows let Pesty hang out with Mr. Pluto tells us that even thought they are in battle with him, they trust him as a person.