Yes, I believe they can, particularly when they are said to you at a young age. I was told as a child I was clumsy - I wasn't then and I'm not now but it still rankles and I find myself telling people that I'm clumsy without thinking whenever I drop something. I also worry about dropping things or walking into the door - normal things that everyone does at some point.
What I do know though, that it is lovely to get older, because you can rationalise the things that have been said far more easily. You are far more confident in making decisions and giving your opinions and on the whole far less bother about anyone's assumptions.