This happens for two reasons...
1. It's the wrong shade for your skin tone. If you have fair skin and your skin doesn't turn brown naturally in the sun, you should choose a light pink or peachy-pink toned bronzer as this will look the most natural. Leave the really brown and orange-based bronzers for those with medium to deep skin who do naturally tan.
2. You are trying to use bronzer as a contour. This is a common mistake I see all over social media. Bronzers and contour powders and/or creams are two completely different products. A bronzer is meant to be applied to the points of your face where the sun would naturally hit in order to mimic a sunkissed glow. You should apply it to the forehead, across your nose, high points of your cheeks, and chin. Blend well using soft circular motions.
Contour powders are usually a matte powder or cream in a neutral taupe color ranging from light to deep. It is meant to help create a shadowed effect that provides a more chiseled look. Choose a shade that is appropriate for the depth of your skin tone and apply it to the areas of your face that you want to enhance (i.e. sides of the nose, jawline, under the cheekbones) and blend well.
Hope this helps! Xo