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Yes, this will affect your chance to enter any other European countries, and probably some non-European countries as well. But it won't normally result in an automatic refusal.
A past refusal of entry will certainly serve as a red flag to any visa officer or border officer who is evaluating whether to grant you a visa or allow you into a country. But if the reason for a refusal is simply a lack of sufficient supporting documents, it shouldn't prejudice a future decision maker against you.