Use the Reshape Tool to curve the path between two nodes as soon as you have created them. Move straight from the Pen tool to the Reshape tool. Move your mouse between the Anchor points and drag while holding the left mouse.

Use the Pen Tool to make the shape on the Left by moving the mouse and clicking the left mouse button as you go to create new Anchor points

If you use the Convert Anchor Point Tool you move the mouse exactly over the top of an anchor point you can hold down the left mouse button and you will see handles that you can manipulate to change the lies to a curve as on the image above