The tip of pin is sharp to have ease in penetrating it. It is made thiner and sharper so that it acquire less area so that amount of force is required is minimised.Exactly opposite at other at head to prevent it from penetration.
Pressure = Force/area. As area is inversly proportional to pressure less area will result in more pressure .Hence lesser the area lesser the force required for penetration.
The tip is sharp so as to provide a greater pressure over a smaller area in order to penetrate easily with a less force.
If you invert the pin and try to penetrate the blunt side in the wall a force 10 N 
it will not penetrate as the pressure is equally divided over a large area So it will not penetrate into the wall but if you inverted it agiain try to pierce it into the wall of the sharp tip with the 10 N force then it will easily penetrate into the wall .
Pressure is inversely proportional to the area and ,
Pressure is directly proportional to the Force applied.
hence , the formula
Pressure = Force / Area 
I hope u are satisfied .
Thank you.