In theory, it should be that you thread the end that comes off the spool first - although it does depend on the thread - in theory, if you compare the two ends one will be 'tulip shaped', and that's the end you should thread. In reality I agree with Suzi - if it's going to knot, it's going to knot! Beeswax is the only thing I've ever used that's stopped it, and even then not completely. I have found thought that if a length of thread knots more than once it's best to simply finish that piece and replace it.
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