It could be a number of things. Insufficient drainage, incorrect Ph. Lack of sunlight. Wrong type of grass for the area you're in etc. Dig a small hole say about 100mm across and 300mm deep and fill it with water. Time how long it takes to drain away. It should be drained away in a few hours maximum for say a cooch lawn grass.
Also, do a Ph test. There are kits available for this from about $10. Very simple and really handy in the garden too. Do a few samples from various parts of the yard. If the Ph is wrong, esp if too sour, the grass will die off when it gets cold and you'll possibly get broadleaf
weeds and maybe fungus or moulds
growing.
Check the type of grass is suitable to your winter. Some places will sell you the wrong stuff just to make a buck. Find out what types of grass do well in your area and use one of them.