Forum Moderators: open
They can confuse users, who may already have read the page, and expected something new; the browser window displays the same url; the visitor may not understand why they are suddenly in the middle of a page, not on a new one; the back button fails to take the visitor to the previous page, merely a different part of the same page.
But appropriately labelled internal links (eg in a block marked 'page content') will not present any problems to users or to search engines, and so will not affect SEO.