When receiving a new shaft, in most cases, the tip will not have been prepped. Before installing the head onto the shaft, it is necessary to first file the paint to the hosel of the club so the glue has something to stick to. If you don't file the paint off, not only will there be issues with adhesion to the head, but the tip diameter may also be too big. For example if you have a .335" tip shaft, the diameter will be slightly larger BEFORE filing, and thus will not fit the head upon insertion.
To file the shaft tip, you will want to use a sanding belt. For safety, we recommend working with a professional club-builder who has the proper knowledge and safety training to use a sanding belt.