The first fully kinetic, collisional, and electromagnetic simulations of the breakdown phase of a MA-scale dense plasma focus are described and shown to agree with measured electrical characteristics, including breakdown time. In the model, avalanche ionization is driven by cathode electron emission, and this results in incomplete gas breakdown along the insulator. This reinforces the importance of the conditioning process that creates a metallic layer on the insulator surface. The simulations, nonetheless, help explain the relationship between the gas pressure, the insulator length, and the coaxial gap width. Previously, researchers noted three breakdown patterns related to pressure. Simulation and analytical results show that at low pressures, long ionization path lengths lead to volumetric breakdown, while high pressures lead to breakdown across the relatively small coaxial electrode gap. In an intermediate pressure regime, ionization path lengths are comparable to the insulator length which promotes ideal breakdown along the insulator surface.