Polyester yarns spun from spinnerets are delivered to bobbins held on a bobbin holder in a winding apparatus through godet rollers which have mirror finished surfaces and axially grooved surfaces. Upon threading the yarns on the bobbins, the yarns are moved to the axially grooved surface from the mirror finished surfaces by means of a yarn displacing guide disposed upstream of the uppermost godet roller. The change in the tension in the yarn caused by the threading operation of the yarn is transmitted beyond the godet rollers, and entanglement of the yarn around the godet roller does not occur.