May go on better if dry. You may have to just trim the
edge enough to get started. Once head is started on handle,
bang end of handle on drive way or other hard, solid place.
The weight of the head will drive it on handle. When you
have it on take a chisel or wide flat screw driver and make
hold in handle long ways about 1 inch or so wide in center of head end of handle. Make a wood wedge slightly bigger than hole you made and drive it into handle. If you have
a metal wedge you can just drive it into wood. The wedge
will swell the handle and make it stay put.

Do the wedge like posted above but also glue the hatchet onto the handle with Gorilla urethane glue. Problem solved forever. I did a large pick that way and I could not remove it if I tried.

Does, or did, the hatchet have a wedge in it? If it has one, remove it before attempting to put it back together.

The hatchet hole will be tapered. Make sure the handle goes in from the small end and then you install wedges to expand the head in the larger section at the top.

You mention returning it. If it is new I certainly would retrun it and complain about how you just missed being seriously injured when it flew off.