Whorls with tapered holes should be firmly jammed onto the bottom taper, but can still loosen in spinning mode. When they loosen they act rather like a curved ball, spinning out in a wide circle before they hit the floor, glass, dirt, rug, etc. This makes them hard to locate and explains why many ancient whorls are found in widespread locations.
Once the whorl and just-in-case rubber band are in place, the singles 'leader' yarn can be put on. See the pixs below for 3 different setups for the leader attachment
Method A & B: Bottom-weighted Spindle, aka drop spindle).