Well, first thing I would do is get my book out and open it to "threading your machine" and look at the diagram and see if you are doing something wrong.... believe it or not, after 40 years of sewing, I have threaded a machine or two wrongly and it will definitely break your thread.
Also, your needle may be in backwards. This has ALSO happened to me. Check to make sure the needle isn't bent also.
Have you recently adjusted your upper tension for one project and forgotten to put it back to wherever your "normal" setting is?
Check your bobbin area for lint or any other "foreign matter"....your upper thread maybe getting hung up in something there.
Are you putting the spool on so that the thread won't catch in the little nick in the spool?
These are just things that have happened to me.... hope you figure it out and let us know!!