By default, OnSong ignores the word "The" at the beginning of song titles when sorting and organizing the Songs Menu. For instance, the song "The Stand" would appear towards the end of other songs that begin with the letter "S". You can change this preference to allow all songs that start with the word "The" to be sorted with other songs that start with the letter "T".
To do this, go into the Utilities Menu by tapping on the gear icon in the Menubar and then choose Settings > Menu Settings > Songs > List Settings> Remove "The". Turn that option off and then tap Done to refresh the list and change your sorting preferences.