it depends on what you're using to write on yourself with. if it's a sharpie pen, the ink has chemicals in it that are harmful to your body, and it can make you sick just by having it on your skin. if you're using a regular pen, i really dont think that's a big deal. just don't eat the ink and you'll be fine.
Most people don't believe this, but, if you leave it on your arm for too long, it absorbs into the skin and can poison your blood-only if you do it often. Don't worry! Just wash it off and don't do it too often and you won't come into any harm!