There are two ways to start sewing. One, like slodat said, is to hold the thread as you start sewing. The other is to turn the hand wheel until the needle penetrates the work and then start sewing.
The other thing to watch is to make sure the thread is securely set between the two disks of the top tension. If it's not, the bottom stitch will be straight for a few stitches until the thread seats itself between the tension disks.
No one lives forever, the trick is creating something that will.