[General Tacticus]

I confirm, being cursed increases your chances of getting afflictions when wounded.

A cursed item only means it cannot be removed from the wearer. Eyes or hearts are cursed, for example, and cannot be removed. Many cursed items, particularly the really powerful ones, also make the wearer cursed (as above) or horror marked (a small chance of being attacked by an horror each turn). Some give an affliction (eye loss, chest wound). Some have no side effects. The description of the item usually tells whether it curses the wearer, or attracts horrors, or causes an affliction, but sometimes you have to find out the hard way.