This is a great question that, unfortunately, cannot be answered in just a couple hundred words. There are important issues that focus on educating one's self prior to embarking on such a course of action, particularly the downsides of using steroids – the side effects, the proliferation of fake gear, getting off of them, getting blood work done, etc. And, the fact that buying, selling and transporting them is (in America) still a felony, not to mention banned by all sports federations. All very important salient issues that require a lot of space to do justice.
Health problems. Lots of things that can go wrong here but I wont bother to go into too much detail because you have heard it all before. These problems are very dosage dependent and drug dependent. Enlargement of the heart is probably the biggest problem. Although enlarging your heart sounds like a good thing, its very, very bad and is what leads to heart attacks in young bodybuilders. Damaging your kidneys and liver is another relatively common problem as the body works overtime to filter out stuff that it doesnt want. Then there is the problem with natural testosterone production being shut down.