Bird feathers are made of keratin, the same material as fingernail and hair, so if it's damaged it has to start over. If you get a hair-cut, your hair grows from the folicle in the skin,not where it was cut. if you clip you fingernails, regrowth if from the nail bed. Bird feathers are the same.
This is not a problem for the bird. It may gradually look better but the main shaft was bent in a way that it might look like this until that feather is molted and a new one replaces it.
If you hold your budgie in your hand and smooth the end with some warm water it may stay fairly straight until, when this feather is molted and a new one grows in. That said, if it bothers you, you could just clip this little end off with scissors and her tail with just be a slight bit shorter. Otherwise just relax. It's not a problem.
I noticed in the photo, the cuttle bone looks like the wrong side is facing toward the bird. The softer crumbly side is where the bird will chew on, the very hard side should face out. (I really can't tell easily from this photo, just that you check on this, that you're using it correctly).
it's likely she just was climbing in an odd spot where the bars caused this by accident. If all the bars on the cage are horizontal this could be a minor reason, but I doubt this will happen again, unless she continues to be a climbing acrobat. Budgies usually climb to get from one place to another without flying. If she's climbing a lot, she may just want to find a way out. If she's very new and learns that this is her home base, she'll settle down.
If she's not "new" and a friend, maybe she just wants out for some free time with you!