That's important.WHEN YOU HAVE MADE A CONNECTION, GRAB IT WITH TWO HANDS AND GIVE IT A GOOD TUG TEST. If it stays, you win.
Another thing that's easy to do, especially with thin wires, is get the wire in too far so that the metal part crimps on the insulation. It makes an excellent mechanical connection, but no electrical connection.
Stripping the wire to the correct length is important.