Well what most people think of as a curse is a collection of negative energy and so in that sense yes it is possible to "curse" yourself. This is typically the sort of thing that can happen when practising without going through the proper preparation. When you take negative energy into a ritual or spell then that energy tends to kind of stick on you. However like any curse it can be shed through cleansing yourself of negative energies.
Typically it's an emotional thing, it's pretty much just antithetical to being content, could make you angry, sad, worried etc depending on your personality and outlook. There are no real physical effects other than those brought on by the change in mental state although people affected by it tend to believe they're particularly unlucky, in my experience this tends to be them focussing on what's going wrong and overlooking the positives rather than actual bad luck though.