Hi, and welcome to ECF. You are getting good advice, so I will just note that if you continue to have problems, you can take it in to the place you bought it (if local) or even another Brick and Mortar vape store to see if you can get more help with the device.
Is this from right out of the gate, or did it happen slowly over time. It may be your threads are stripped, or the 510 connection on the battery like others have said. Try the solutions above but if all else fails, you can take it in for some real world help, and if it needs warrantying, you can do that also, but I believe some of the above strategies will work well for you.
Welcome to ECF.
Anna