The main reason for dense or heavy bread can be the result of not kneading the dough effectively. Always knead the dough for several minutes until it becomes "shiny" and elastic-like in texture once slightly pressed or pulled. Some of the other potential reasons could be mixing the yeast + salt together (which kills the yeast) or not allowing your bread to bake well enough (i.e. removing it early without testing the centers or having it at the wrong temperature, etc.).