If you are using an earlier thread mount model like a III or IIIa, where the film is slid down into the back that does not open, then this can easily happen. If you're using an M3, M2, M4 etc then it's 99% user error for not properly aligning the film onto the film rails before closing the back and putting the bottom back on -- because with an M camera you can visually confirm that the film is properly installed.
So I imagine you're using an earlier model. Leica insisted on the film leader being cut to an exact pattern so that, after having attached the leader to the take-up spool, you would insert the film cassette on one side and the take-up spool on the other, and there was no film coming out of the cassette that could catch on the lower (when the camera is upside down to be loaded) edge of the film gate. So step one is to trim the film leader properly. Possible stop two is to get a stiff yet this sheet of plastic that you can slide down into the camera as if it were the film, then slide the film itself down behind that plastic -- the plastic would ensure the edge of the film does not catch on the film gate/opening. I just loaded by IIIa yesterday, and to be certain it was loaded properly I removed the lens, set the speed to "Z" and clicked the shutter, so I was looking right at the film and could visually check that it was loaded. Since you are having difficulties, I suggest you load the film with the lens off and shutter locked open so you can watch the film descend, and you'll quickly see what I mean about the film catching on the edge of the film opening. You can gently put you finger on the film and work it down into proper position.
I hope this helps. Remember -- even Henri Cartier-Bresson has exhibited photos where you can see the sprocket holes, so don't feel bad about your loading issue, as you're in good company!
