There was a time when I would have just stuck this little piece of lace in my sewing machine and sort of hoped for the best, but I recently learned a technique for sewing on open weave fabrics that is really pretty genius!
So you're decided to move away from sewing on firm and easy-to-use fabrics, and try out a fine or open weave fabric, such as lace. One of the challenges of using these fabrics is, how do you even start sewing the seam? I think there is a tendency to want to grab the thread tails and hold them taut and just pull the work through your machine for the first several starting stitches, and hope for the best. Fortunately, there is a better way.
You're using a difficult fabric that will very likely get pulled down under the feed dogs and jam your machine. So, start off by using a nice, firm, woven fabric. This is a little square of muslin. I'm using a zig zag stitch.
Sew to the very end of the strip. Leave the needle down and lift the presser foot.
I'm zigzagging over the tiny seam in this lace. If I'd just put this in the sewing machine and prayed I'd get it out of there again nicely sewn, I would have been very disappointed. I butted the beginning of my difficult fabric at the end of my easy fabric, lowered the presser foot again, and continued to sew.
I sewed to the end of my lace, gently pulled it from my machine, and knotted the threads (no backstitching).
Here's how it looks. Carefully snip the threads joining your starter strip to the fussy fabric. You can use this method anytime you're starting a seam in a fabric that's going to give you trouble -- lace, fine silks, and any knits. Never backstitch! Your seam will suffer. You may want to start and end the seam with a shorter stitch length. Take a moment to experiment on some scraps before you sew your garment.