Just make sure it's in far enough where there's nothing sticking out that would damage the first layer of rope coil. And really, who cares? You shouldn't ever pull out line where there isn't at least 5 strands of the first row showing so it really won't hurt anything if it's not all the way in. Where the rope attaches to the drum has nothing to do the holding force while you're winching.
But if it's sticking up and it creates a hump when the coil rows go on top of it, each row on top of that will have that hump.