I always used a finger nail in that tiny slit to open it up a tad bit. Lift the paper off the end of the spool and the end of the thread is easier to get ahold of with fingernails or tweezers. Spools have been around for a long time--the new threads not so long. then just be sure to set the spool with the notch down or away from the direction of the thread coming off the spool. Just another small thing to learn, or you could buy cone thread.
Phyllis
84yrs in Oregon
72 yrs quilting