I grind my teeth at night and recently got an essex retainer, will the grinding damage or brake the retainer?

Retainer strength: Perhaps. Bruxism will cause wear and tear on the retainer and will reduce its lifetime.. You should discuss this along with alternative with the Orthodontist who treated you.

Possibly: If retainer breaks talk to your dDentist about fabricating an Occlusal Orthotic (night guard). Also would be prudent to see an Orthodontist, if your bite's off putting a band-aid on it won't fix it.

Can't use essix: You can wear a mouth guard (hard acrylic) on top and an essix retainer on the bottom or vice versa according to your needs.