Get the cooler's installation instructions out, remove the cooler, clean the cpu and cooler surfaces.
Check that the cpu installation instructions and make sure it is properly seated in the socket, and the locking lever is in place.
Apply paste and re-install the cooler, finger tightening one bolt, then the one on the opposite side, etc. until all are tightened to the same degree by feel. Then use a tool and tighten each 1/4 - 1/2 turn more in the same order.