Dense bread can result from using the bread machine to mix and bake your bread from beginning to end. Use the DOUGH cycle and bake your loaf in a conventional oven for more control over the proofing, a much nicer crust, and overall appearance. Accurate measuring is crucial; weigh the flour to avoid mistakes. During kneading, ensure the dough is tacky but not too sticky, adjusting with more flour or water as needed.