Well, first things first.

The heads and shafts have to be the same - taper tip or parallel tip.

The other thing is that sometimes heads are built tightly to spec. In other words, after prep the shafts fit just fine.

My first set of clubs (and, coincidentally, my current set) required hosel prep and tip prep before the shafts would fit.

So, bottom line, make sure that your shafts and heads are the same (parallel/taper), prep your hosel and shaft tips, and then try insertion.