The light fixture of my ceiling fan move to different direction every time I turn on my fan. I'm afraid that one day it will cause an accident. How to fix this scenario?

There should be an assebly rod running in the middle of it. There is some sort of fastner on the end. It sounds like it needs tightening is all. Do Not attempt any of this while its running or even with electricity at the switch. Be sure to turn off any breaker that is on that circuit.

What make/model is the fan? It sounds like the switch housing is loose. A picture would help.