I have not had many problems with pests on okra. I will occasionally get leaf damage from insects chewing on the leaves. Insecticidal soap will take care of aphids on the underside of leaves, but aphids seem to prefer my tomato plants and leave my okra alone. I control bugs on the top side of leaves with a dusting of Sevin on the affected leaves only.
Some people have problems with spines that grow on the pods and leaves. Some varieties like Clemson Spineless have almost no spines, while others can cause quite an itch. You can overcome the worst of it by wearing a long-sleeved shirt and gloves when cutting.
The last problem is something that sometimes happens late in the season. Okra plants sometimes grow as tall as 8 feet, and the pods are out of reach. It’s not too much of a problem, though, as the plant is very flexible, and you can usually bend it over and reach the top of the plant.