We investigate, numerically and experimentally, the effect of thermo-optical (TO) chaos on direct soliton generation (DSG) in microresonators. When the pump laser is scanned from blue to red and then stopped at a fixed wavelength, we find that the solitons generated sometimes remain (survive) and sometimes annihilate subsequent to the end of the scan. We refer to the possibility of these different outcomes arising under identical laser scan conditions as coexistence of soliton annihilation and survival. Numerical simulations that include the thermal dynamics show that the coexistence of soliton annihilation and survival is explained by TO chaos accompanying comb generation. The random fluctuations of the cavity resonance occurring under TO chaos are also found to trigger spontaneous soliton generation after the laser scan ends. The coexistence of soliton annihilation and survival as well as spontaneous soliton generation are observed experimentally in a silicon-nitride microresonator. The elucidation of the role of TO chaos provides important insights into the soliton generation dynamics in microresonators, which may eventually facilitate straightforward soliton generation in fully-integrated microresonators.