Some skeins are designed as "pull skeins". An end will be sticking out of the center of the skein and you pull on this to begin working. On occasion, that end will be missing.

All skeins have an outside end that allows you to begin work by unrolling the yarn from the outside. You can begin knitting or crocheting from the outside, wind it into a ball by hand, or use a wool winder to make a pull skein.

If you don't want to work from the outside and there is no visible end coming from the center, you can find an end as follows: Insert the thumb and index finger of each hand into either side of the skein, moving your fingers until they meet. Feel for the very center. Pull this out and the end should be with it. Extra yarn will usually come out with it but is quickly used up.