I'm not sure what kind of a freehub body you have. If it's a shminao 10 speed specific freehub then this could be responsible. Note that there is a 1 mm spacer that may or may not be necessary to use between cassette and freehub, goes on the spoke side.
The smallest sprocket, either an 11 T or 12 T, can be a tight fit. Make sure that you have it aligned properly and then push it down hard with your hand and it will slide onto the hub, probably with some scratching noises. You could try sliding it on first without the rest of the sproclkts to see if it works, then remove it, slide on all the sprockets and push on again. The 10 speed-specific freehubs have higher grooves that end a few mm before the edge of the freehub body.
That's my experience, anyway.