Yes, you very well can if you do not know what you are doing.
If you set voltage too high, or it inadvertently gets too high, you can brick your processor.
Overclocking used to be a way to get better performance for nothing.
No more.
Processors are binned and the better ones are sold with higher specs and prices.
Usually you get better performance in games by allowing the turbo mechanism to boost a couple of cores.