This problem isn't just with Pfaffs. The very tip of your material is being pulled down into the wide hole in your plate with the first -or second- downward movement of your needle. If you don't plan on needing your zigzag feature on a project, replace the plate with one that has only a tiny hole in it, that should take care of the problem. But be SURE you don't move the needle position from dead-center, or use your zigzag as the needle will immediately break and you might do other damage to your Pfaff!!
The easiest way is to use a starter piece of fabric called a "Bunny." And better yet, keep a stack of HST's next to your machine and use them as leaders and enders. Before you know it, you'll have finished the blocks for a whole 'nuther quilt without even knowing it!