There may be many reasons. I have found that the main reasons may be
1. Wrong needle size. Sometimes we just take any needle and use it. You may not notice, but if it breaks mainly while you are sewing over the fabric that is folded on the back, you are sewing over 4 layers of fabric plus batting. If the needle is not very sharp or if it is too small, the friction will break the thread, even if you are using the most expensive one. I solve that by switching to a larger needle. Also in this subject, a small needle has a smaller hole and the friction of the thread agains the eye of the needle breaks your thread.
2. Your bobbin case (if your machine has one) may have a small thread caught in it, changing the tension and making the thread break. Make sure there is nothing there. If you have a metal bobbin case, I use a pair of very fine pliers to make sure is clean.
3. The tension in general. Not all fabrics are the same and even if it reads 100% cotton, the feel of it varies. Some softer fabrics, like Hoffman, Thimbleberries, etc may not make your thread break, but cheaper fabric may be more stiff and cause more friction, breaking your thread. When I was starting I used cheaper fabrics to learn and my threads were breaking. When I switched to better ones, it stopped.
Remember that of all the things going on, the thread is the most fragile one and will break first before anything else shows.
Good luck,
Maria