It's normal for chains to twist or bend when worn incorrectly. To avoid this, you just need to lay out your necklace flat on a table first, then pick it up from both ends and without twisting it lock it behind your neck. It might take a few tries, but if you do it correctly, it should not twist.
Here is a YouTube video that shows this process as well: (https://www.youtube.com/watch?v=ECcn7LQDFmI) (Start watching from 03:20)