The steroids that doctors can prescribe to treat medical conditions and that some people misuse are human-made substances related to male sex hormones. As you probably know, some athletes misuse anabolic steroids to enhance their performance by boosting muscle size and reducing body fat. But there is a downside when steroids are used for such non-medical purposes, because they disrupt the normal production and balance of hormones in the body, and can lead to a long list of alterations, such as reduced sperm production, shrinking of the testicles, male-pattern baldness, and breast development in men. In the female body, anabolic steroid misuse can cause masculinization. This means that females may experience decreases in body fat, coarsening of the skin, and deepening of the voice. Women may also experience excessive growth of body hair (chest, chin, back, etc.) and lose the hair on their head. Examples of other effects are increased risk of blood clots and damage to heart muscle. Most importantly, with continued steroid use, some of these effects can become irreversible.
Not all steroids are what we call "anabolic steroids." The anabolic steroids specifically build up muscle mass (although not as much as you might think) and reduce fat development. But your body produces other steroids that do not have those properties. For instance, estrogen and progesterone are produced in the ovaries and are important for retaining feminine bodily characteristics, like menstrual periods and breast development. Other steroids, made mostly in your adrenal glands, called corticosteroids or cortisol, help you to deal with stress. Cortisol also has other important regulatory functions, such as helping to adjust the salt and water content of the body. All of the normal functions of steroids are maintained properly with tiny amounts of these hormones, which your body naturally makes and needs to remain healthy. Years ago it was discovered that higher doses of corticosteroids produce anti-inflammatory effects—for this reason they are often prescribed for swelling and for asthma. However, as with any prescribed medication, taking more than what is recommended can be dangerous and can upset the normal balance of various bodily systems.
The effects of anabolic steroids are going to depend not only on the exact type and amount of drug that is used, but, very importantly, on the person who is taking them. When steroids are misused, they are usually ingested or injected at much higher doses (10 to 100 times) than what is prescribed by a doctor. Moreover, steroids are usually prescribed to treat conditions that occur when the body produces abnormally low amounts of testosterone, such as delayed puberty and some types of impotence. In other words, they are prescribed to correct low levels of the hormone. As one would expect, steroids' effects will be very different in someone with normal levels of the testosterone. For example, if a healthy young adolescent administers steroids, the resulting abnormally high levels could signal their bones to stop developing, leading to stunted growth. Such hormonal disruptions will have different effects in males and females.
Every person has different feelings and experiences when using or when coming off a drug, including anabolic steroids. When someone stops using steroids, they can experience a variety of withdrawal symptoms, some of which have been associated with addiction. These can include mood swings, fatigue, restlessness, loss of appetite, insomnia, the desire to take more, depression, and suicidal thoughts. Evidence for steroid addiction is certainly not as strong as it is for other drugs like cocaine or heroin. Still, it is clear that some people develop a tolerance to the effects of steroids—that is, they need more of a drug to achieve the same effect; and some people endure severe negative health and other consequences but continue using them, both of which are signs of drug addiction.
You can find a lot of information on the effects of steroids at http://www.drugabuse.gov/drugs-abuse/steroids-anabolic