Keep pressing the crimped terminal into the plug body until you feel it "click" into place. With some MC4 terminals this is less obvious than with others.
Don't worry about mixing up the terminals and plug bodies because male & female pins will not fit into the wrong plug bodies.
Bear in mind that solar panels ship with the female plug shown here, marked +, on the positive output lead from the solar panel. This means the positive wire on your boat will get the corresponding male plug not another female plug..