Players can determine their breaking point regarding losses by assessing their emotional and financial limits. This involves reflecting on how losses affect their mental state and their willingness to continue playing. Setting personal goals and limits helps maintain a healthy mindset, while financial assessments ensure they are not risking more than they can afford to lose. It's crucial for players to recognize signs of frustration or emotional distress, as these indicators can signal when it's time to take a break or reconsider their approach to gaming.