There are, in fact, several curses to being a fanfiction writer, but I'm going to focus on this one in particular since I have had personal experience with it more than once, and I know several other writers who have encountered this problem.
See, the thing about being a fanfiction writer, is that your story comes from a pre-existing source. A book, a game, a movie, an anime. Whatever. There is a source that you come across, and you have an idea for more, for things to add on to the story in some shape or another, building up on this pre-existing universe. You plan it out, give form to your ideas, start writing it out. You put days, weeks, months into it. Maybe even years. And then, the universe expands on you. The movie gets a sequel, the game gets a DLC that impacts on the storyline, the anime gets a new season. Something will happen that exapnds the universe you were trying to build on yourself, and your world is turned upside down. If you're super lucky, you can just roll with it and make some changes. But what if you can't? What if this new addition completely messes with your story?
This actually happened to me again, just a few hours ago. A few years ago, I watched Pacific Rim. Loved it, had ideas for a fanfiction, planned it all out. It was pretty good. Nothing world-class maybe, and a bit cliche in it's ending, but still not a bad story. I even started working on it. And then I got home from work today and decided to watch Pacific Rim: Uprising. I watched as my story fell apart right before my eyes. I saw this the character Amara and thought "Oh, this chick is basically the female version of my OC." A fair few differences, especially in the one-man Jaegers that both built, but essentially they were the same, where it counted. Then I saw more and more that shattered everything I had been planning out for so long. It was pretty devastating to see all that planning fall apart. I've reflected on that fanfiction continuously... and I just don't see a way to make it work. The OC already exists now, only as a shorty (to be fair though, my OC's Jaeger "Sword Angel" would have been so much cooler than Scrapper, but I digress), and the world I was trying to build had been re-shaped entirely. I think the only way I could make my fanfiction work now is if I set it in an alternate universe... but then it just wouldn't have the same impact anymore.
See, that's the thing. You need to get your ideas out ASAP, before a sequel or whatever comes along and breaks your world. Sometimes it isn't even a sequel that does it. Sometimes a prequel swings in and changes everything. But even if you get your fanfiction done way before any sequel comes out... the sequel is still the sequel. It's canon. The fanfiction isn't. People might like the fanfic, but those who are always loyal to the canon will dump on your fanfic, even if it pre-dates the sequel by a decade.
And that is basically one of the biggest curses of being a fanfiction writer. Doesn't matter how much time and effort you put into it. Sooner or later, the Big Middle Finger will get inserted shoulder deep into your colon. It wrekcs everything, and it can be so disheartening.
So, does that mean you shouldn't write fanfiction? Fuck off. Of course you should! Fanfiction writing is a lot of fun, it's a great form of exercise for your imagination, it can strengthen your love of a particular franchise. It can even help you see it, or aspects of it, in a whole new light. I would never advise anyone to avoid experiencing something like that. If you want to write it, do it. Just be ready when a sequel swings by to say hi. It sucks, but as long as people enjoy reading your fanfics, or even just as long as you enjoy writing them, then keep it up.
That's all I'll say for now. I just felt like sharing this since it was fresh with me, but I know so many others who have had to deal with it at some point or another. It happens. You just have to roll with it.