A person who has misbehaved or acted improperly is said to have been naughty.
Calling a person or action "naughty" usually implies that the person deserves punishment. It does not necessarily mean the person will be punished, though. It also implies that the misbehavior is of a minor, childish nature, compared to a grave offense such as cardinal sin or a crime. "Naughty", like "cheeky" is also used when an 'offense' is so harmless that it is just amusing and there is no thought of punishment at all.
The term "naughty" is most often used of a child, and when used of an adult it contains an implication of childishness or teasing. The term is often used in ageplay scenes. In spanking stories, particuarly ones following the classic romance formulas, an adult but immature woman (particularly a brat) is often described as "naughty".
Other use of the term
The term naughty is also used of a sexual reference or suggestion, particularly when such a reference is not considered quite appropriate. A web image search for the term "naughty" returns mostly erotic/adult images. Here, the term has positive connotations.