come out (all) wrong =not in the way I wanted to say or expected to do example : She had only meant to defend herself, but it had come out all wrong.

It usually helps if you provide more context. In what situation was the phrase used? The phrase is often used to mean 'I didn't say that in the way I wanted'. Often we are trying to explain something or make someone feel better and we say it badly so there is a chance that the other person will feel worse. In this case we may say "That came out all wrong" to make it clear to the other person that we know we have made a mistake. An example: A girl says to her friend "I'm the ugliest girl in our school". Her friend says "No, there are lots of girls uglier than you". The friend is trying to help girl but realises that her reply suggests that she thinks the girl is ugly so then the friend says "That came out all wrong"

"came out", in this case, refers to words coming out of your mouth. so the sentence that came out of your mouth was wrong, you didnt mean to say it that way, but it came out that way nonetheless.