My big toe has a pain where I had fractured it months ago. What am I doing wrong?

See a doctor. It may be that the fracture is not totally healed or you still have swelling and your shoe is pushing on the toe.
It's not you. You should have it checked. Sometime the bones don't heal they way we expect. Also, if the break involved the joint that can cause arthritis and worsening pain. However, even after the bones heal it can take 3-6 months for all the swelling and discomfort to fade away.