Are there any side effects mentioned on doing Pranayam and/or Meditation wrongly or/and without Guru in Hinduism scriptures?

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Yes. Although simple techniques are not harmful, more intensive studies need the guidance of a teacher. Swami Vivekananda writes in his Preface to his translation of Patanjali's Yoga Sutras (Vol 1, section entitled Raja Yoga - https://advaitaashrama.org/cw/content.php)

The subject of the present book is that form of Yoga known as Raja-Yoga. The aphorisms of Patanjali are the highest authority on Raja-Yoga, and form its textbook. The other philosophers, though occasionally differing from Patanjali in some philosophical points, have, as a rule, acceded to his method of practice a decided consent. The first part of this book comprises several lectures to classes delivered by the present writer in New York. The second part is a rather free translation of the aphorisms (Sutras) of Patanjali, with a running commentary. Effort has been made to avoid technicalities as far as possible, and to keep to the free and easy style of conversation. In the first part some simple and specific directions are given for the student who wants to practice, but all such are especially and earnestly reminded that, with few exceptions, Yoga can only be safely learnt by direct contact with a teacher. If these conversations succeed in awakening a desire for further information on the subject, the teacher will not be wanting.

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