I unboxed my Osmo pocket. The microSD card with not stay or lock into the camera.
I am confident that I am inserting the microSD correctly, per instructions. Any suggestions? Thanks

Use your fingernail to insert the card.
Push it until it is full inside of OP.

I used a pair of tweezers.

Did you try another card?

Have you fully insert it? Any pictures to show that problem

BTW welcome to the forum mate!

If using your fingernail didn't work, try using the tip of a paper clip after you've liked it up squarely in the opening.   As implied in another reply, try a different card.... If the same non-result occurs, scroll to the bottom of this thread and click on [Support] and find your way to the online chat.  Have your serial number and date of purchase handy as well as a link to this post/thread.  If they can't help, you should expect a Case# to resolve.  Short of these attempts, return it for exchange.