Debugger for Code::Blocks + Arduino
Answer: Code blocks does not currently have an Arduino debugger. The Arduino IDE does not have a debugger.

There is an Arduino debugger in Atmel Studio using the Visual Micro plugin. 

That said, you have to use Ms Windows to use Atmel Studio which might not be available to you.

The Visual Micro debugger is simple and uses usb so does not require additional hardware but as your experience grows you might also like to progress to fully blown hardware debug using the native Atmel Studio Tools

Visual Micro debug in Atmel Studio

Atmel Studio Download