Look at you go!
Many of us use "leaders" or I like the term "spider" to start our stitching, some people have squares they put together and make a top out of, I reuse a spider, otherwise the way my brain works is I would still need a leader for the leader... (the little ends of threads hanging off the bit of fabric look like a spider).
I love the thread cutter on my modern Bernina, but I'm used to my old vintage machine. I've seen discussions of other machines with the cut leaving too much of a tail or cutting too short and stitches coming out, but as far as I'm concerned it is just right.
What I don't like, and one of the reasons on why I use a leader/spider is that it automatically starts with a few close stitches, and for me that causes more problems than it solves.
Double check your tensions and your threading, I'm finding that when the thread loops around the needle something isn't quite right, one of my machines does like to work it's way out of the clamp just above the needle and while I'm sewing it is ok, but then it gets looped when I stop/start.