Hello Tom,
In ThreadX environment, you're given access to one initialization function that is called upon kernel entry but before any threads are started. The prototype for it is: void tx_application_define_user(void * first_unused_memory) and you'll have to include definition and declaration in your C file, preferably in src folder (I often stick it into hal_entry.c file). If you're not using this function, there's a weak definition provided in main.c that doesn't do anything. You shouldn't use "first_unused_memory" pointer as it doesn't allocate memory.
Alternatively, you can create a "start-up" thread that runs before other ones (you can disable auto-start for other threads in the Project Configurator) and once it completes, it resumes all other tasks (all thread control blocks are connected with linked list).
Regards