If your bread didn't rise while proofing (the period of resting after kneading) then the most likely culprit is your yeast. There are typically a few reasons why:
1. Your yeast was dead. If you are using yeast from a packet that's been open more than 3 or 4 months, it's probably past its best. Or maybe it had expired based on the date on the packet and you didn't realise.
2. You didn't use the right temperature water. To activate yeast, it needs warm water. This is around 45C or 110F. For those of us who don't have time to start taking the temperature of water, this is slightly warm but not hot. Cooler than you would want to use for a shower or washing up.
3. You didn't give the yeast time to activate. This is usually around 5 minutes, but sometimes a little longer. Leave it until the top is frothy. If it doesn't turn frothy then your yeast is probably past its best.
You might also hear that sugar is required to activate the yeast. This is not strictly true, however, the sugar will cause the yeast to froth up in the liquid. While only useful for cosmetics, it is a great visual cue as to whether the yeast is active or not.