On Friday, September 5, 1942, Anne Frank states that Pim is the nickname she uses for her father, Otto Frank. Anne is very close to her father, holding him in high esteem, unlike many of the other people in her diary, so her regular use of his nickname works as a symbol of her affection.
Throughout the diary, she compliments him on his modesty, patience, and levelheadedness and comments that he often takes her side during arguments. She seems to cherish the time she spends with him. At the beginning of the diary, Anne writes about how they made curtains and looked at their family tree together.
Otto was the only member of the Frank family who survived the war. He spent his remaining years transcribing Anne's diary and helping to get it published. Some people credit him as the diary's co-author.
"Pim" was the nickname of Otto Heinrich Frank, father of Anne and Margot. Otto was born in Frankfurt am Main in 1889 and grew up to study ecomomics. After serving in the First World War, he worked in his family's bank, and married Edith Hollander in 1925. Together they had two daughters, Margot (born 1926) and Anne (born 1929).
In 1942, the Frank family went into hiding in Amsterdam to avoid capture and punishment by Nazi officials. During this time, Anne kept a diary, which Otto inherited after the war and had published.
In her diary, Anne referred to her father as "Pim," which is a Dutch nickname for people called Willem. Anne presumably gave her father this nickname to create some amount of anonymity or secrecy.