Most of the seeds you buy are hybrids that don't breed true if you reuse the seed.
Sometimes, that doesn't matter much - I've saved corn seed and replanted it year after year, and it may not be exactly Silver Queen or Seneca Horizon anymore, but it's still corn. But some things get weird.
Mostly I've seen odd results trying to replant seed from cucumbers, squash, pumpkins, that variety of thing, when they are hybrid varieties. A lot of times, there's a clear regression back to the base varieties that were hybridized, and it can be quite a striking difference.
Also, a number of these cultivars can cross-pollinate, and then you can get some really interesting monstrosities. For instance pumpkins getting crossed up with buttercup squash that come out as dark green and orange tiger-striped things.
Sometimes, that doesn't matter much - I've saved corn seed and replanted it year after year, and it may not be exactly Silver Queen or Seneca Horizon anymore, but it's still corn. But some things get weird.