Probably the connecting rod, the link between the bolt and the mainspring, which is designed to break to prevent other damage to your gun. However, it might be the locking block - that part of the bolt that swings up to engage the notch in the barrel tang. That's $ 50. Either way, nothing you can't fix yourself.
Do NOT buy one that is advertised as unbreakable. They are made to break if something gets in a bad bind. Breaking saves the bolt from possible damage. Stu Wright has them as well as Cole and Brownells.
If that's not the problem check and see it there is a spent primer in the main spring area.
Had a bolt lock up, after breaking action apart looking for problem, seen something "odd" in the end of the tube. After looking at it more closely it was a spent primer took 2 #$#$ hours getting it out!
After getting it out and gun back together, work fine!
I had a round just before the lock up that didn't have a primer in it. Guess I found it.