Most people in their lives has at least one time dreamed of winning the lottery. How amazing would it be to not have to worry about money again? But what are you actually winning with that ticket? The truth is, people who have not earned or worked up to their wealth do not know how to handle that kind of money. Instead, they become overwhelmed and blinded by the opportunities they never had before and massive amounts of new "friends". There's a reason they say money is the root of all evil. It is tangible power and, once it's gone, it will leave you in the dust of your own destruction.
Of course there is such a thing as the lottery curse! Have you never watched LOST? If you haven't, watch it. Go, watch it now. I'll wait. Ok, now that you've watched all six seasons, you have witnessed the troubles Hurley had after winning the lottery. Lesson learned? Of course. Don't win the lottery or you'll lose all your friends and you'll end up on a mystery island with a floating smoke monster and polar bears and crazy hatches and stuff like that.
I believe that the "Lottery Curse" exists and is a widespread, but not inescapable, consequence of winning the lottery. It is caused by the human nature inherent in both the winner and the "friends" and family surrounding them. The winner feels that this incredible stroke of luck will continue and causes them to act with out sufficient forethought in handling their winnings. The "friends" and family of the winner are drawn to the winner by simple greed or the feeling that, now that the winner has plenty of money, they should be generous in sharing with those around them.
The so-called lottery curse affects all segments of people who suddenly come into a whole lot of money, including athletes and other entertainers. This comes down to simple money mismanagement, as most people are terrible with money due to lack of education or lack of experience. Lottery winners are likely a little more likely to suffer from this due to the fact that their windfalls are a one-time payment and not a recurring revenue stream.
The lottery is based off of scientific statistics. There is no supernatural powers or voodoo that go into picking the right numbers, or having your number drawn. People who believe in a lottery curse are holding themselves back from proper understanding of math and statistics. The lottery is purely chance, not fate.