The pattern, inner and outer colours must all match. All the tiles should be practically the same size and all square, otherwise the puzzle won't work.
If you're saying not all your pieces are actually square, or the cut-out that held the pieces were incorrectly cut then that sounds like a manufacturing problem. While you coule persevere, it might be worth asking for a refund or replacement - it's a hard enough puzzle as it is without additional barriers!
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