Imagine you are in a car driving somewhere. You are not totally sure of the directions. At some point you turn left when you should have turned right and are now lost.
So to "take a wrong turn" means to do something incorrectly, or to have events go in a negative way, and find yourself in a bad or difficult situation. "Even though the surgery went well, his health has taken a turn for the worse." "Her assignment was going well until she took a wrong turn by asking a competitor for advice."