A dashboard can have any reports on it. So the issue is not one of the dashboard question it is really a question of can you have a report that shows each user their own respective tasks.
The answer is. No problem.
If you create a report such as my tasks, and include a filter where the task assigned to user ID is the current user then each person will only see their own tasks.
Of course, to make this work you need to have a user type field or a list user type field on the report in order to do that kind of filter.