Have you tried sewing with a different thread? Tried a larger needle? Can you identify where the thread is breaking? Made sure the needle is facing the right way? Can you pull the thread through easily before you thread the needle? If not there's a problem with the tension. Also check to make sure there are no bits of thread in the bobbin area.
What kind of machine are you using, and what kind of frame? There may be people with more experience with the same combination who can help.