To start a customized Microsoft Management Console (MMC), first, open the Run dialog by pressing Windows + R, then type "mmc" and hit Enter. Once the MMC console is open, go to the "File" menu and select "Add/Remove Snap-in." From there, choose the desired snap-ins you want to include in your console, add them, and arrange them as needed. Finally, save your customized MMC by selecting "File" and then "Save As," giving it a name and location for future use.