Breadcrumb generally do not get their due importance in many themes. Once of the reason being most of the users misuse categories and tags. Unless you have clear understanding of how to use Categories and Tags, you wont be able to understand importance of Breadcrumb.

Breadcrumb helps yours users to navigate across your websites in most intuitive way.  Here is an example. This site has list of tourist places and Breadcrumb makes this very intuitive

Step#1 Enable Breadcrumbs using Yoast SEO plugin

Go to SEO–>Search Appearance

Please note, if you are using custom post type, you will get an option to choose which taxonomy needs to be used as Breadcrumb

 <?php if ( function_exists('yoast_breadcrumb') )