Small damage that's done to ceiling fan blades can be repaired the same as any other piece of wood, or whichever material the fan's blades are made from, are repaired. Affix any broken off pieces to the portion of the blade they fell off from using a suitable adhesive.
ThisToThat provides advice on which adhesives work best for different types of materials. A strong adhesive is important to ensure the piece does not break off while the fan is operating, as this could hurt people or damage property.
If the ceiling fan's blade is damaged irreparably, the blade must be replaced. Buy a replacement blade at a hardware store using the specifications of the remaining blades. Ensure that the size, shape and make of the blade are the same as the original. If it is important for the new blade to have a similar style as the damaged one, it is advisable to bring the damaged blade with you to the store. A single blade can be replaced by unscrewing the damaged one from the fan's base and reinstalling the new blade. Each blade should have three to four screws attaching it to the base to ensure stability.
If a suitable blade cannot be purchased, consider replacing the entire fan.