Hey. That’s happened to me recently. (I warp from back to front). I put a different colored thread around the extra thread to keep it easily identifiable. The warp had several colors so when I came to that color as I was threading the heddles it was immediately apparent that one thread was extra. I followed it down and pulled the extra thread out of the group very gently and separated it from the rest of the warp . I left it hanging off the back of the loom and that was it. I monitored it as I advanced the warp to make certain it didn’t cause problems. I finished the piece and the extra thread hanging off the back of the loom caused no issues. There was nothing noticeable where the thread had been removed when I finished the piece.
Best of luck!