To incur is to get or receive — and usually it's something you brought upon yourself. If you don't pay your credit card bills on time, you'll likely incur lots of fees and some serious debt.
Generally, when you incur something, that something is undesirable. You can incur penalties, expenses, a parking ticket, or a friend’s wrath, for example. But it's pretty unlikely that you'd incur free tickets to the World Series. Frederick Douglass once famously said, “I prefer to be true to myself, even at the hazard of incurring the ridicule of others, rather than to be false, and to incur my own abhorrence."