Not an expert on curses myself, though I AM an expert on cursing. But I'd have to say yes. Yarn CAN be cursed. I've had the experience of cursing at it many times. I've also worked with yarn that just WON'T work with me. Most of those yarns with bad attitudes are currently in 'time out', waiting until I'm ready to try dealing with them again. That's my recommendation. Time out. Let the yarn think about what it has done.
ha ha that is so funny. If I can't get a yarn to work (usually it's a gauge problem), I go back and alter the pattern to work for my guage. Maybe I should just put the yarn in time out.