WordPress, being the most popular CMS, gets targeted by cyber criminals a lot. There are many reasons why a criminal would want to infect your site and none are good for you (obviously).
Often times you might not even notice the infection since it doesn’t necessarily change the appearance of your blog. The easiest way to check if your blog is infected is to run Sucuri’s scanner for malware.
Of course, if you’re using Easy Blog Networks, they already take care of all security for you.