After you get the second Fused Shadow from Goron Mines, the Bridge of Eldin will become broken. When you reach Gerudo Desert, you can repair it.

Restoring the Bridge of Eldin

If you have activated the warp portal at the Bridge of Eldin, but Midna won't let you warp there, you need to repair the bridge. You can do so after you reach the Gerudo Desert. You will get there during the course of the story. You can return there by going to Lake Hylia, talking to Fyer and choosing Oasis Flight.

Then go to the part of the desert that is south of the building in the distance with golden spires. If you look at that area, you should be able to see the piece of the bridge sticking straight up. Go there and use the Clawshot on the tree on the ledge near the piece of the bridge. Then use the Clawshot on the Peahat that is flying around above the tree. Wait for the Peahat to fly over the higher ledge, and fall down onto it. Go toward the piece of the bridge, and some Shadow Beasts will appear. Kill them as usual to create a warp point here, then climb up the ledges and approach the bridge. When the Midna button flashes, talk to Midna, then choose Warp, and choose Bridge of Eldin. Midna will repair the bridge.