I have been machine embroidering for several years in the UK and like you had a problem with thread breaking in the beginning. I don’t have a brother machine, so I’m not sure how the thread spool is positioned, but I fount hat something as simple as turning the spool the other way up often did the trick, (it means that the tread unravels in a different direction). If you can, try repositioning the spool to standing vertically, or lying horizontally as this may help. If you are using rayon thread, make sure you store it in the dark, direct sunlight will weaken the thread and make it break more easily. If you are able to override the tension when embroidering, loosen it very slightly in stages until you achieve the best result.
If all else fails, contact your retailer, you won’t be the first to have problems. Happy Stiching!!!!