What happens if a broken bone doesn't heal properly, like if it's set wrong,or something like that?

It is possible that when a bone is set, it isn't set exactly right. This is why follow-up appointments are very important, so the doctors can monitor the progress of the healing. When a bone doesn't heal properly, this is called a malunion.

In cases where the bone heals completely when it hasn't been properly set, there are a few issues of concern. The bone may not be completely straight; it may have turned or twisted a bit during the healing process. The bone may also end up being shorter than it would have been had it not be broken. This may be a very small difference or it may be noticeable. Both of these problems could require surgery to correct them.

Another problem that may be caused by malunion is arthritis if the fracture is near a joint.

Reference: 

Daniel Hedequist, MD, Julius Bishop, MD, and Timothy Hresko, MD. Locking Plate Fixation for Pediatric Femur Fractures. In Journal of Pediatric Orthopaedics. January/February 2008. Vol. 28. No. 1. Pp. 6-9.

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