Create the core thread right in mpv_create(), and reduce what
mpv_initialize() does further. This is simpler, and allows the API user
to do more before calling mpv_initialize(). The latter is not the real
goal, rather we'd like mpv_intialize() reduced to do almost nothing. It
still does a lot, but nothing truly special anymore that is absolutely
required for basic mpv workings.
One thing we want the user to be able to do is changing properties
before mpv_initialize() to reduce the special status of
mpv_set_option().