I feel your pain. For this reason, I rarely crochet with Fun Fur, boucle and the like. But you might try this: carry along another "regular" yarn with the textured yarn, but don't include it in the slip stitch you make to begin. Just carry it along and make the chain. Then just use your textured yarn for the first row, pulling out the regular yarn as you make each stitch. I know this sounds labor intensive, but if you are set on using those types of yarns, what's a little more work, LOL?

Try holding your chain over something white, a tablecloth, or a pair of white pants, something like that and try to chain loosely.

Thank you for the tips. I tried them and will now put down my crochet hook and pick up knitting needles. I feel better knowing that others have experienced the same difficulties that I have had with crocheting textured yarns.

Do your beginning chain with a hook 1 to 2 sizes larger than the hook you will use for the rest of the project. It won't look sloppy and the hook you will use after the beginning chain will slip right into place.