Nobody knows for certain the exact details of what causes Turner syndrome, the so called molecular pathology remains elusive. There are, however, two general ideas.
The first suggests that two active X-chromosomes are somehow required during very early development. Support for this comes from the observation that X-inactivation does not happen immediately upon fertilisation, but rather seems to occurs a few days later during the blastocyst stage.
A more popular idea makes use of the observation that not all genes on the inactivated X are actually inactive - perhaps something like 25% escape inactivation at some stage, with about 15% completely escaping inactivation. Loss of an X chromosome can thus result in a haploinsufficiency - insufficient gene dosage - when a required active gene on the otherwise inactive X is lost; such a gene or genes are likely to have counterparts on the male Y-chromosome. In addition, genes can also randomly escape inactivation leading to too much of a particular gene product.