Breathers are nontrivial time-periodic and spatially localized solutions of nonlinear dispersive partial differential equations (PDEs). Families of breathers have been found for certain integrable PDEs but are believed to be rare in non-integrable ones such as nonlinear Klein-Gordon equations. In this paper we consider semilinear Klein-Gordon equations and prove that single bump small amplitude breathers do not exist for generic analytic odd nonlinearities. Breathers with small amplitude can exist only when its temporal frequency is close to be resonant with the Klein-Gordon dispersion relation. For these frequencies, we identify the leading order term in the exponentially small (with respect to the small amplitude) obstruction to the existence of such small breathers in terms of the so-called Stokes constant. We also construct generalized breathers, which are periodic in time and spatially localized solutions up to exponentially small tails. We rely on the spatial dynamics approach where breathers can be seen as homoclinic orbits. The birth of such small homoclinics is analyzed via a singular perturbation setting where a Bogdanov-Takens bifurcation is coupled to infinitely many rapidly oscillatory directions. The leading order term of the exponentially small splitting between the stable/unstable invariant manifolds is obtained through a careful analysis of the analytic continuation of their parameterizations. This requires the study of another limit equation in the complexified evolution variable, the so-called inner equation.
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