A bread trail is where the web page you are on shows how you got to the page. The name bread trail comes from the fairy tales where characters drop pieces of bread as they walked to be able to find their way back home or as ants do to find their way back.
Bread trails will show as a listing of previous web pages (and are usually links you can click on) so you can go back to previous pages within a site.
If I were to put bread trails on my website (they are not there now but are on list of items nice to do) and you were on my article 250 page the bread trail would look like main page > articles > article250. Then you could click on main page and go back to my main page or click on articles and go back to the articles page that lists all my articles.
You also have bread crumbs occur in Windows when you go browsing for files in Windows Explorer. The bread trail shows the folders you have navigated from the main (or root) folder on the drive to the folder you are currently looking in. C: drive>dwight documents>newspaper articles when I am looking for my newspaper articles.
Bread trails can be real useful as quite often we wan to go back several pages.