The problem is that you have to start on the fabric. If you have to back stitch.

I use one to keep my block neater and not have to trim so many threads. :D

I never backstitch when sewing on quilts. No reason to since the seams are always crossed over with another piece. I think one reason some of us are having trouble with this problem, (at least for me) is that I am using a thread cutter on my machine and that doesn't leave any tails to hold on to when starting a new line of stitching. If I pull the threads up, then I'm OK, but I rarely do that. So the leader has been great for solving that. I start the stitching on the leader then cruise on to the quilt pieces with no problem. Yes, it does save thread!

I don't, doesn't happen with my babylock or even my cheap brother didn't have to much of a problem

If I start having a problem with my bobbin thread, I take the whole bobbin assembly out and thoroughly dust. Also, I found that my machine will only take Guttermann thread, all others just seems to fairly make a mess with tension. I run a test piece of scrap to check tensions once I've completed this little exercise. Cleaning seems to upset the tension for reasons unbeknown to me.

Yes. I have found this also.

Just pull the threads to the back and hold securely before starting.

I've gotten in the habit of using the thread cutter on my machine and that leaves a teensy weensy bit of tail, so nothing to hold on to. Could fish it out, but just easier for me to use a leader.

SOMETIMES. Generally I use a leader when I will be sewing at an angle, or on small pieces, or more delicate fabric.

I sometimes do use a scrap to fabric as a leader, especially if I am sewing half square triangles as that's where the problem is for me. But generally I just hold the top and bobbin thread when I start string piecing. Would love to do the Bonnie Hunter method and work on two projects the same time but I seem to be able to focus only on one quilting project at a time. Not that I don't have several UFO's but I can only have one at my machine at a time.