I don't see another appropriate place to ask this very general question...
Is it normal to have to apply a fair amount of finger pressure to get a shield to sit properly? I successfully put a WiFi101 shield onto an Arduino101, but has to push it pretty hard to get it to seat sufficiently.
Also, suppose you want to change a shield later - is removal replacement a tricky process?
It does take some pressure because there are so many pins, each of which has some resistance. You should be careful that all the pins are lining up with the correct headers. The trick with removing the shield is to make sure to pull it off evenly. If it comes off at an angle you can bend the pins or headers that stayed in longer than the others. You can just bend the pins back straight if this happens but it's not a good thing because they could break off after too many bends or the solder joint could be damaged.
You need to take care, but it is expected that it would take a fair amount of force. You don't want the pins to be loose do you?
Sometimes it can be made harder by differences in the exact brands of pin header used, and pinheader being installed at not quite the right angle (You're not going to belive this, but when they made that $4 arduino clone you're using, quality is not always their first priority)
Be sure to try to keep the boards straight during the process and not bend them excessively.
Thanks to both responses. I've been really careful about alignment, but was concerned about the amount of force needed. If that isn't unusual, I'm good with taking time to get alignment exactly right before install/remove.
Thanks again for your responses 
You should try a Mega shield that connects to all 86 pins - gotta work it down all the way around, and getting it back off is even harder!