I once took off from Oceanside (north of San Diego), and had a very
hard time picking up my clearance. In this case it would have been
better to have opened on the ground. In my case, the inexperienced
controller didn't really know what to do with me, because the cloud
bases were below the MVA. She gave me a squawk code, but didn't open
my IFR flight plan and gave me a "suggested vector" to an altitude
that would take me into the clouds (in Class E airspace). I also
believe there are some accidents related to pilots flying around below
a low cloud deck while trying to open their IFR flight plan. I
remember a Citation in the Atlanta area.

Be careful out there.