Hmmmm . . . I'm thinking if I had a place to sail, I probably wouldn't knit much either.
A yarn that is "easy to break" is rather relative, doncha think? After all, what might be easy for you to break, could be really difficult for someone else. So can you tell us what you've used before and what you liked and/or didn't like about it?
Also, is this yarn something that's thrown away or does it fall into the water on a regular basis? I'm thinking a natural fiber might be better if it's something that winds up overboard all the time.
Your best bet might be to go to a local yarn store and test out some of their yarns. Then once you find what you're looking for, you can search for it or a similar type yarn online.
P.S. Probably not necessary to add this caveat, but will do so anyway: When I say "test out," it's probably not a good idea to go around yanking off pieces of yarn in any store. Someone just might get a little testy!