Both my modern and vintage machines will do this at the beginning of a seam. I usually have a leader piece about 2 inches long that I sew on before I begin sewing on the real thing. If I don't have one available, I start sewing about a 1/2" down the seam instead of at the edge, go backwards a few stitches and then go forward to lock it. I always start needle down. I also think taking smaller stiches helps to abate this problem.
Good luck! You'll find what works for you!