Make sure it is a free credit report. In the US we are entitled to one free check per year, with each company.
If you decide to pay for one, make sure a new report isn't issued every say three months with an automatic bill to you.
Pulling your own credit report does NOT hurt your credit score.
A hard pull does, any time you get a loan, typically when one applies for a credit card, this is considered a hard pull. One hard pull can affect your credit rating, if you're looking to buy a house, you want the highest score you can achieve. If one starts applying for credit left and right, it's going to affect your rating. A hard pull other creditors see.
A soft pull, doesn't affect your credit. Often when you get a pre approved credit card, offer for a mortgage a soft pull has been done, to make sure you qualify. Potential employer's use a soft pull as well.
If you already have a loan, CC, many times the companies that issued this will keep an eye on your credit, this is also a soft pull, they're way of perhaps offering you more credit down the road, or keeping an eye on their money.