A recent LiveScience article entitled "Ancestry Search Can Annoy Living Relatives" expressed the point that all the interest displayed in researching one's family tree could annoy relatives.  Personally I thought the use of the word "living" was a bit redundant in the title, but presumably it makes the point.

Of course, another obvious point in this study is that almost anything can be made to annoy relatives if it involves something no one wants to discuss.  So, it seems pretty clear that if your family history hasn't been openly discussed, it isn't likely that it's because no one knows it.

There is one other aspect of researching your family tree that wasn't mentioned.  It appears that there's no consideration for the possibility that what you discover may annoy you.