If this happens on the first couple of stitches, try this. Cut a strip 1 1/2 x 1 inch. Fold it into thirds, so it is a bit thick, and start your sewing on it. If it goes through, just butt your seam up against the "cheater strip" and keep going. I make two of these cheaters, one at the beginning and one at the end. You save a good bit of thread this way also. Good Luck.