Presta Valve Core bent
It happens, especially if you remove the pump head not perfectly vertically or you move the pump head while pumping. 

You can avoid this by using a bit of hose on the mini pump like on this mini pump


or bracing the head of the pump while pumping.



Its not the end of the world if the valve core is bent -- I've run tubes for years with slightly bent valve cores. Note that at some point it may break (and you'd need to get a new tube then). The presta valve only lets out air when you press down on the valve core, which you can't do once you tighten down the nut (even if it doesn't sit flush with the rest of the valve and hits the stem at the angle, you can't push the nut down anyway to let out air).