Actually, it would seem you can mess it up...
Just a warning, I've seen several posts by folks on here, 10 perhaps, where they jailbroke their phone, had problems, tried to restore in iTunes, and found that the restore didn't completely restore the phone (or they couldn't restore for unknown reasons). Theoretically a restore should reset every aspect of the phone to original settings. However, these folks found that this wasn't the case for some reason. Although, these folks may have not divulged the entire story of what happened. Again, this is just a warning that there are cases I've seen where restores supposedly didn't work.