This is a common issue we facing in day today coding J I guess,This may occur due to may reason for easy understand I’ll explain few,
1-Your project has not build properly
2-Your project has not set to Debug project
3-PDB file may not been created –PBD is the file which contains all the symbols for related to the debug.
4-You may pointing different project but you need to debug is some another project. :)
3-check whether you debugging correct project
4-Check is the project set to DEBUG
5-check whether the PDB file has created if not set proj to debug and rebuild.