Yeah, of course. I've always been a curious person. When I was younger my curiosity was aimed mostly at gaining knowledge, because I didn't really know much about anything at all. I still don't know much about anything, but now I'm more curious about having experiences than gathering knowledge.
As for curiosity getting me into trouble or pain, there's this one time I can recall. It was me and my dad sitting in the car because we hated going in the grocery stores. Mom was inside buying groceries with my sisters. Anyway, I'm sitting in the passenger seat, my dad's in the driver seat. I see this weird knob on the dashboard, so I ask my dad what it was for. He pulls it off and shows me the knob, which explained nothing to my young mind. So, I ask why you would need that. He said to stick my finger in the bit where the knob came from and find out. It was the cigarette lighter. Burned the fuck out of my finger. If an adult ever tells you to stick your finger into something, you shouldn't do it. It's always a bad idea.
I can't think of any other specific situations, but I'll post again if I remember them.