Most of the store bought plants are hybrids and won't come true from seed. But that's okay. I save my hybrid seed all the time. If your broccoli was say broccoli, packman hybrid (or coronado hybrid or whatever), you can't call the next generation packman anymore. But it is still broccoli and it is still fine. Usually for vegetables the differences aren't even real obvious.
I save seeds from hybrid petunias and that is interesting. The succeeding generations will have different colors. Some will have stripes and markings that weren't in the original. I can end up with a big variety of petunia flowers that all have the same grandparents. With petunias, if you keep the generations going they tend to fade out to white... I think the original petunia ancestor many of these come from must have been white. So then I start over with new storebought seeds.