I have that problem as well, lately. I never used to - the yarn would pull fine from the center - and now I usually have to pull a great tangled clot out of the middle and pick it apart. I think they are just not as well wound as they used to be, and I'm going to be starting them from the outside of the skein from now on. :(
My only problem with starting from the outside is that the skein bounces all over creation unless you put it in a bag or container, and then it gets "caught" on the strap or whatever, and you end up digging it out of the bag (frantically, in my case) to fix the problem. Grrrr! I've just ended up making a ball out of the skein before I even start thinking about knitting.
Deferred knitting is not my best mode, LOL!