Yes. You can break journey at any station after 500 km - Warangal. But at the time of booking itself you have to get a tickte as Chennai to New Delhi - Resrvation up to Nagpur, Bhopao or Agra (say). You can book on ward journey tickets from there up to New Delhi by Tamilnadu express or any other train. Unscheduled break journeys are not permitted on reserved tickets. But in case of unreserved open tickets you can break your journey at any station after 500 km, get endorsement on the ticket by the station master of the disembarking station and continue your journey next day. Halts less than 24 hours for the next train are not considered as break journey.