I always knit from the inside of a skein, because the yarn sits there quietly while I knit, instead of rolling all over the place.
But, you're right....it can be a pain to find the center strand.
Sometimes, if I'm having trouble getting a small section to come out of a skein, I'll try the other side instead.
If I get a tangled mess, it's easier to get it untangled if I pull the knot loose from the end that came from the ball. If you try to untangle it from the actual END of the yarn, it just gets tighter. So, I pull out the tangles and make a little pile beside the skein. Then, the knots eventually come out.