I just lainced my Mavic off the 39th floor of a building...from the balcony. It went a bit haywire. Eventually corrected itself and got it back.  I nearly crapped myself. Any ideas on taking off from a balcony?

Yes. Try to avoid it!But if you have to do it, hold it beneath with one hand and do the auto takeoff with the other.

I have done it several times - one way is to start it from the floor of a balcony and lend it back there - bare in mind that in P mode Mavic want come in a balcony as sensors will sense obstacle i have lended it backward where is no sensors .
Second approach is hand start and most importantly hand landing (You need to disable landing protection checkbox in advanced settings for a moment - better see many Youtube videos on a topic).
But one important remark i have done it in a house with no below residents!  So be Extra careful in order to exclude possibility of injury of a third parties!
Best Regards

It depends what's on the balcony, rebar concrete metal structure etc all these going to have an effect on your compass. It's risky many accidents .

You could try hand launch , but it has its own risk. It's your drone your the pilot you take the risk, your manual does advise against such flying environment. But I suppose many are doing it all the time, so just be careful.

You probably didn't wait long enough to get enough GPS sats. If for example you take off with 9 sats and in the air it goes up to 12 or more. It will start to correct it self to be more precise. This can caus strange behaviour. Just be aware of that and take control to stabilize it.

One additional remark Do NOT use RTH when you flu from a balcony! ;)