The thread is coming under tension or abrasion at some point of the stitch formation. Firstly change your needle for the correct size and type for the thread, fabric and design. Next, rethread your machine carefully with the presser foot up and the needle in the up position. All machines are the same basic principle; your machine manual will provide the details specific to your machine. We have a video here that may help. Click Here.
Be aware a new net can be too tight on the spool and catch or stop the thread from travelling freely, making the issue even more frustrating.
Having checked that there are no obstructions or reasons the thread is being held back and breakage still happens, a thread net may help. If this does not resolve your problems, try a new (recently purchased) thread. Some threads can deteriorate over time if exposed to sunlight, extreme temperature, or humidity.