Debugging specflow is pretty straight-forward. Go to your feature file, .feature, set your breakpoints (by using F9) and then right click on it and select "Debug Specflow scenario".
You should be able to step in and out of your code. If you can't, there could be some issue with project configuration file like dependency injection, logging configuration not setup correctly and mostly project's startup related configuration.
It also helps if you can enable Tools->Options->General->Break when exceptions cross AppDomain or Managed/native boundaries.
Hope this helps! :)