Try screwing it on by hand in both directions as one peddle screws in clockwise and the other anti-clockwise. If this still does not work look at the thread on the peddle and see if it looks threaded (damaged). If it does then you need a new peddle or set of peddles and a visit to your local bike shop can confirm this for you.
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Try screwing it on by hand in both directions as one peddle screws in clockwise and the other anti-clockwise. If this still does not work look at the thread on the peddle and see if it looks threaded (damaged). If it does then you need a new peddle or set of peddles and a visit to your local bike shop can confirm this for you.