Tube Installation Question

I just received an ASL tube headphone amp (it's my first experience with tubes) and I have a question about installing the tubes. They don't seem to plug tightly into the sockets, they just float loosely. Is this normal. I don't want to put too much pressure on the glass. All 3 tubes are installing this way which leads me to believe that the tubes are supposed to sit like that. The other problem is that only one of the tubes began to glow once I turned the unit on (this leads me to believe the tubes are not installed correctly after all). Do the tubes take time to glow once the power is on? Thanks!