<p>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. </p>

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.