On the hot end (you can look at a spare to get familiar with it before messing with the pre-installed one) the thermistor is just inserted into the heating block, held in through what looks like friction, and being pressed against the block due to the bent wires. The thermistor is what is connected to the two thinner wires. What I did is just make sure it is pushed in all the way, and that when reinserted into the 3d print head the connection pushes against the wires, keeping the thermistor in place.