Re starting a die, I second what AES says - you must have a taper on the rod that you are threading, whether you leave it there afterwards or not.
The way we were taught at school was to clamp the rod vertical in the vice, make sure we had the tapered (leading) side of the die downwards resting on the taper, and concentrate on keeping the handles of the die stock horizontal, not worrying too much about pushing down. Probably a good idea to start on something not too tiny - say, about 3/8".
One other tip nobody has mentioned when using hand taps or dies - rotate clockwise for about half a turn to make a chip, then go back a quarter turn until you feel a click as the chip is broken, then go clockwise again for half a turn. This avoids getting long bits of swarf trapped with nowhere to go, which could lead to a broken tap or ruined workpiece.
The way we were taught at school was to clamp the rod vertical in the vice, make sure we had the tapered (leading) side of the die downwards resting on the taper, and concentrate on keeping the handles of the die stock horizontal, not worrying too much about pushing down. Probably a good idea to start on something not too tiny - say, about 3/8".
One other tip nobody has mentioned when using hand taps or dies - rotate clockwise for about half a turn to make a chip, then go back a quarter turn until you feel a click as the chip is broken, then go clockwise again for half a turn. This avoids getting long bits of swarf trapped with nowhere to go, which could lead to a broken tap or ruined workpiece.