Sometimes a child becomes this way because of their family. Maybe we talked on the phone or to other family members about personal things, not realizing that at about 3 or 4 she started picking up on it and now considers herself one of the group. Not to say that it's your "fault" that she is this way, just that children's personalities normally develop from what's going on around them. If you included her or allowed her around 'gossip' or 'grown up' conversations when she was smaller, now that she has the sense to put two and two together and comment on what's going on, she can't understand why she's not allowed to put her two cents in.
It's pretty normal for a child to want to know what they're missing, especially when it comes to siblings, to make sure that no favoritism is being shown, or as a measure of who the parents may like more according to the gift.
As for the checking to see what her brother is given, without knowing his age, I would say that she should be assured that you love both of them the same, but that doesn't mean that they will always get the same things. After all they are different ages, and different sexes. For example, if she is older than him, then she might not get certain things he gets but she might get certain other things that would be for the 'older' child. An extra hour before bedtime, a day out with you alone, shopping or something that 'girls' do together.
As for her butting into conversations, this is something that will take a little while to break and may be difficult depending on your lifestyle. If you are on the phone with friends, you will have to be careful and aware of what you say in front of her. Even when you have company over, children learn very quickly to be very quiet and not make any noise so that they can hear a conversation, whether in person or while you're on the phone. Sometimes you have to walk out the room, or wait till they are asleep to have that really 'juicy' conversation, or have them play in the other room when company is over. You'll find that she will not be happy about it and may resort to climbing in your lap, whining, and just refusing to be cut out of the conversations. You'll have to let her know, 'this is an adult conversation, now go play'. Also be aware of how much info you give her.....talking to her about adult situations (who died, who cheated, who's divorcing, who's dating who, etc) will confuse her and make her think that she can be treated like and act like and adult.
Many 'nosy' children are considered precocious and may even be advanced or gifted in some ways. Take that nosiness and transfer it onto a project. Learning a new skill, starting a collection, something she can put her extra focus into.
Of course there may be more to it, so I welcome your thoughts, let me know if you want to talk more.