I find one of 2 ways usually does the trick--either pull out enough of a tail that you don't have to hold it down Or use a
"leader" which is a little piece of fabric that you sew through first and without clipping the thread, pull it from under the presser foot out of the way to the back and put your quilt pieces under the presser foot and keep sewing.
with FMQ you bring the bobbin thread to the top first and hold it as you take a couple of tiny stitches to lock the sewing and then keep FMQing.