If it happens
only at the beginning of your stitching, try holding both thread tails for the first 5 or so stitches.
There's no law against adjusting your tension. If the ubiquitous "they" didn't want you to change the tension, they wouldn't make knobs and screws for that purpose.
If holding your thread tails doesn't stop the issue, then you need to adjust the tension. If the problem is on the bottom of your stitching, then the issue is with your top thread. Tighten it by turning the knob a quarter turn and then test your stitching again.