The idea that pops up in my head is that you might be using a construction like this:

Home page: $_SESSION['breadcrumb'] = 'Home';

Page 2: Read in the session (which is Home) and echo it and than you do $_SESSION['breadcrumb'] = 'Home > Page 2';

On the first load of page 2 this would show you Home.
On the second load of page 2 it is set to Home > Page 2 which would be right.

If you are sure that you are not Reading the session before Setting it, than you might want to post the code here so people can see the problem. ;)