I just finished building my Anet A6 and I was working on inserting some filament into the extruder. It was very difficult to get the filament to go in the hole (past the gears to go down to the hot-end). What can I do that will make it easier to get the filament into the hole (I tried cutting the tip at a angle)?
What you are after is a small common mod called... filament guide (as your question title!).
Also, a couple of tricks that help on my printers (YMMV):
manually straighten the first few cm filament before inserting it into the extruder (e.g.: remove the natural bend that is there because the filament came off a round spool by bending it in the opposite direction)
when the filament is past the gears/cogs, while still keeping the cogs "open" (i.e.: not yet clamping the filament), twist/roll the filament between your finger.
sharpen the tip of your filament with a pencil sharpener. This make so that the tip of it is at the very centre of the hole, rather than at its edge.