Lily plant help please!

welcome to GoY,
its not a lily as such and for the life of me I cant put a name to it.
the leaf may well pull itself through and split apart. it wont do any harm to the plant overall. Though it may look a little different.
this isn't an unusual event in the plant world. its just the cells don't divide properly.

Judging by the leaf slightly out of the picture on the top right, it might be a Zantedeschia of some variety, often commonly known as calla lily,though the leaves look pretty large for that.

Definitely a member of the Arum family, but I don't know which one. Anyway, we often have this problem here in the desert. It seems to be caused mostly by low humidity. Maybe it's an Alocasia? They are particularly subject to that problem.

If its Alocasia,that would explain the large leaf... but why would it be called a lily?

Who knows what the salesman said? Who knows what the salesman was told? I have known several Arizona Certified Nursery Professionals and Arizona Master Gardeners that have gone to the box stores, and wound up in the paint and plumbing departments. Who was running the garden center? The 16 and 17 year olds who were on their first jobs! Go figure.

I have seen this happen on daylily scapes, where they don't seem to have the strength to break free of the stem. You may be able to very gently pull the leaf out from the stem on the left. It should pull out by itself as the leaf stem gets taller.

Often, gently sponging the area where it is stuck with purified water before pulling helps.