Nope, that's totally normal with stockinette stitch. When you turn to do the purl row/side, knit the first couple and last couple stitches (depending on how many stitches you have total) and the knit the entire knit row, eventually you'll get a "border" that will help it lay flat. If they are novelty yarns, the curling is kind of fun and not too noticeable. If you really want a scarf to lay flat, then either add the border, or just knit all rows and you'll have "garter" stitch.
See this thread too
another person had the same delemma, and I just posted a link to the knittingpatterncentral.com site, it has tons of free patterns that lots of people here like to browse. The dishcloth section has several pics that will show the border we're talkin' about
**Mod Squad was here!