to WIND SOMEONE UP means (1) to means to make them anxious, make them lose their patience or temper, make them nervous; and (2) to jokingly tease someone about something that you know makes them anxious. For example, if you know your sister is horrified of snakes and you keep making jokes about snakes coming into people's houses, and crawling into people's shoes, etc., your mother will say "Stop winding your sister up! You know she hates snakes!"