In my opinion, pride in Of Mice and Men, is most evident and most important within the relationship of Lennie and George, and it is demonstrated no better than in the way George watches out for Lennie throughout the novel. Perhaps the best demonstration of pride is in the scene when George shoots Lennie; I say this because George knows that if Lennie is caught by Curley and his men that he will be treated with the utmost indignation. George wants to help Lennie maintain his pride and protect him, and the only way he can do this is to take him out of Curley's and his method of harm's way. It may seem cruel to some people, but when examined carefully it becomes evident that what George does is done out of love and mercy to preserve Lennie's dignity--in other words, his pride.
How is pride important in Of Mice and Men, and how does Steinbeck show this?
Pride is quite important. He shows it by returning to the subject in many ways, with many different characters. Crooks is shown to be proud of his private little room. Lennie is shown to be proud of his strength. Slim is proud of being a skinner. Curley's wife is shown to be proud of her appearance, and so on.
He also shows the down side. Look at what happens to Candy's spirit when he lets the others convince him to shoot his dog (and when he doesn't do it himself).
Pride is important in Of Mice and Men because to showed the power (both physically and financially) of the character.
Steinbeck shows this with all of his characters. Curley is the son of the owner and one of the strongest workers, which makes his pride high. Lennie is strong but poor and...stupid, which makes his pride small.