What are the side effects of using steroidical spray to unblock a blocked nose? And what's the statistical likelyhood of the side effects to occur?

Very rare. The steroid side effects you read about on the internet come from oral steroids like prednisone, taken in high doses for long periods of time. If you stick with the recommended dosage of nasal steroids, these do not occur. The main side effect is nasal bleeding if you're using it improperly; go to http://www.Youtube.Com/watch?V=9eixeofv_k0 for a video on how to use them correctly.
Minimal . Most people do very well with those nasal sprays. Sometimes (<15% in my practice) develop dryness, irritation or slight bleeding.