Mars is not just the red planet, but it is also the dusty planet. In the years Curiosity has been exploring the planet, she has built up a coating of dust so thick first sign of alien life may be one writing "WASH ME" on her.
The Spirit and Opportunity Martian rovers relied on their solar panels to provide them with the energy to explore the red planet, but sometimes those panels get a wee bit dusty. While they got power-boosts from helpful dust-devils, the newer Curiosity abandoned the dependence on luck and went with a nuclear battery that turns heat into electricity instead. Good thing, too, as Curiosity has gotten very, very dusty!
Curiosity started off shiny-clean on the first few months on Mars, as demonstrated in this self portrait from sols 84.
Many months later on sols 613, Curiosity was coated in a thick layer of dust.