I'm new to 3D Printing and recently purchased an Ender 3D PRO I'm having an issue with the filament guide tube getting pushed out of the nozzle on the feeding mechanism. The assembly instructions don't include a whole lot of detail about installing this guide tube but there are blue clips that were included along with the spare nozzle. There are no instructions on where to use these blue clips and I have a hunch this might be the problem.
The blue clips stick in the connector on the extruder end of the feed tube. They are to keep it from opening as the printer extrudes and retracts filament.
To install them, push them in between the white part of the fitting on the feed tube (not the hot end). You should only need one or two, and they are all of varying thicknesses. If you're not familiar with these fittings, I found a YouTube video on how to use them.
The clips or collet clips as they are called are to secure the Bowden tube more solidly to improve printer extrusion; more specifically: extruder retraction performance.
E3D has explained this very nicely on their site under Bowden tube physics:
For the bowden couplings (which can have some wiggle room in them) we are introducing collet clips, which slide under the toothed collet part of the coupling that physically holds the tube and locks it into place with a little pre-tension to boot. This reduces coupling lash to near zero as the collet and tube it is holding are locked into place.
From the animated gif from the E3D website (animated gifs are not allowed on SE) it can be seen that without clips, the tube can move in the tube coupling: