How to get past being tagged as overly curious and unfocussed?
Answers to your questions are dependent on the culture you are in, and how you, personally, want to cope with the norms and values of that culture.

For example, in some cultures, it is possible to be labeled "overly ambitious" if one voices the ambition to be the "best X in the world", or even "the top X in our country".  This doesn't apply to the US, where open ambition is rarely stigmatized.

Also, be aware that your class mates and lab mates may be taunting you and make fun of you as a way to cope with their own discomforts and insecurities. Such reactions are hardly useful or informative to you as you develop your skills and capabilities in a way that suits your disposition and inclinations.

Here are my answers to your questions:


  
  Does it make sense to attend these weekly presentations whose main aim in my view was to develop a habit of asking questions.
  


Yes, this is perfectly fine if it doesn't take away time or energy from your other work and doesn't delay progress in your PhD program. As my (well-regarded) adviser says: "Intellectual curiosity is very valuable in academic life. It is not widely distributed and it is hard to develop if you don't already have it".


  
  Does wanting to know about other people's work; even from other domains considered as lack of focus.
  


No, not in and of itself.  This is the way of the "polymath".  You might just start telling people: "I'm a polymath, or aspiring polymath.  This is what I do."  Also, you might read some biographies of polymaths.  They will give you inspiration and insights.


  
  Is there something called "overly curious" 
  


Curiosity is only excessive if it distracts from the focus necessary to develop depth in your specialty, or gets in the way of getting meaningful work done (courses passed, papers published, etc.).  PhD is about depth, so if your curiosity keeps you hopping from question to question where you develop only a superficial understanding, then, yes, it is excessive.