MTG Curse of misfortune
Any permanent(cards that stick around like creatures, enchantments, artifacts, lands) that you play are under your control unless it specifically says otherwise. You control the abilities of permanents that you control. Since you control Curse of Misfortunes, you control its ability, so when it says "you" or "your" on the card that refers to you since you are the controller of the card. 

The card says enchant player which means as you are casting it, you choose a player as its target. When the enchantment resolves it enters the battlefield enchanting the player that had been targeted. That does not mean that player gains control of it just that it is in enchanting them.

Curse of Misfortunes works like you think it would. You curse your opponent with it, then you get to search out a curse at the beginning of your upkeep and attach it to that player.

You still control curses attached to your opponent so Sphere of Safety will count them towards the amount your opponent has to pay to attack you.