Diagnosis
The quick-connect system on the wand isn't engaging. This is usually because the locking collar isn't retracting properly or the little metal balls inside the connector are stuck or gummed up.
How to Fix It
Let's clean and free up the mechanism. 1) Pull back the black plastic locking collar on the wand connector and look inside. You'll see a ring with small ball bearings. 2) Spray some WD-40 or silicone lubricant in there to free up any rust or grit. Work the collar back and forth. 3) Use a small pick or compressed air to clear any debris that might be jamming the balls. 4) Try connecting the hose again. Push the hose end in firmly until you hear a distinct click, then tug on it to make sure it's locked.
If That Didn't Work
The spring behind the locking collar might be broken or missing. You can sometimes find replacement quick-connect fittings that screw onto the existing wand, which is easier than replacing the whole wand.
Heads Up
Never force the connection or try to use the washer with a hose that isn't securely locked. Under pressure, a disconnected hose will whip around violently and is extremely dangerous.