Not even touching the nut? Suspended in the air?
Could be wrapped from bottom to top?
Yeah that's a problem. The string has to come off the tuner as close to the headstock deck as possible. No overlapping winds either! Nice clean wrap from top to bottom, at least two full wraps on the E, I prefer three personally. While you're at it make sure it wraps around the E tuner in the correct direction.
PS My vote for thread to be a sticky if the string is wound from bottom up.
'73-4 Ampeg V4B, Ampeg PF350,PF115HE, PF115LF, 115 Traynor, 1962 Fender Jazz, 75 Gibson G3, '10 Squier VM Jazz, Squier CV 60's P Sonic, Squier CV 50's P blonde, Epiphone Thunderbird IV