Choosing a curtain that is the same color as the room isn't wrong, but your room may end up looking a tad boring. To avoid this, you can try fabrics in different design, even if you are working on a single color palette. Light and flowing fabrics will make the room appear airy. Shimmery fabrics will an air of elegance into the space. Textured fabrics in the same shade as the walls wouldn't shout for attention, yet provide a layered dimension to the whole look.
Contrast, on the other hand, is good - provided you use it right. To play it safe, try using fabrics in a tone which is a shade or two darker. For the more adventurous, go for high contrast but always keep the word 'complementary' in mind. Think red curtains and walls painted a plain tan color. Make sure the colors on the walls and fabrics do not clash (unless you purposely wanted it so!), and things should turn out well.