Hey Margaret! Every violin peg box is different in that some easily turn pegs, while others cause pegs to be too sticky. If you find that your violin is going out of tune a lot, the necessary steps would be to push and turn more as you are tuning to make sure that each peg is nicely snug in the peg box.
Here is my analogy:
Pretend like you had a large nail and a 2×4 piece of wood. To get that nail into the 2×4 without a hammer would take a lot of force from your hands with that nail. In fact, the only way you could even get the tip of the nail to enter the piece of wood would be to turn and push the nail at the same time (assuming the nail has some grooves). You would only get so far, but much farther because you turned and pushed right.
This concept is similar to what I explained above. If you have a peg that is having a hard time sticking, you have to turn and push the peg at the same time, otherwise the peg will continually slip. Use the hand you aren’t turning with to leverage the push into the peg box. You can also put the instrument between your legs so that the violin won’t move as you push.