When developing Windows Phone 8 applications with C++ components, you will notice that you cannot trigger breakpoint in a native component. Hovering over breakpoint brings tooltip with the text:
The breakpoint will not now be hit. No symbols have been loaded for this document.
To enable debugging for such projects, open project settings for the managed Windows Phone project (the one that references the native component), navigate to Debug and under UI Task select Native only (as seen on the image below). Now the breakpoint will be triggered.
But now you will notice that you cannot debug managed components now. It seems that mixed mode debugging is broken for Windows Phone 8 applications.