The icon is greyed out - the breakpoint is disabled. To enable it, click the checkbox next to the breakpoint.
The icon is colorful and the blue tick is present on the bottom-left - the breakpoint is enabled and active.
The icon is colorful but the blue tick is missing - the breakpoint is unchecked and is not active. It usually happens after a system reset. To fully enable the breakpoint, click the checkbox next to the breakpoint twice - to disable and enable it back.
Additionally, you can see the breakpoint status report. Right-click the breakpoint in the Breakpoints view, select