If your cat has urinated somewhere, he or she will be attracted to that spot in the future to pee again. Your pet store or your vet's office should have special cleaners with enzymes to get rid of cat urine. Otherwise, you may not smell it, but your cat sure can.
I would also suggest teaching the cat better litter box habits to prevent the problem in the future. It is possible to have a cat who never pees outside the box (really, I swear!) If your cat keeps peeing in your room, put a litter box in there and praise her for using it (or stay away, if she likes privacy). There are many resources on the internet and in books that have tips for teaching good box habits.
If this is a more recent problem, you might want to take the cat to the vet. There may be some medical reason behind it.
As for it being harmful to you, it probably isn't, but ask the vet anyway, just to be safe.