sometimes, the label has an arrow that tells you which end to pull from. usually, they tuck the end from the outside into the middle on one end -- you pull that end loose, and then you can pull from the middle on the other end. but yes, there is usually a pretty good glob that comes out right at first, tho i haven't run into any probs past that first handful that comes out right at the beginning.
all of which is negated if you've had to buy yarn that's been "handled" in the store, so there's tails hanging off everywhere! why does it always happen with the best colors??
try looking for the arrows, tho -- they really help!