If the problem happens again, as it sometimes does, my suggestion is:
Remove the arbour from the machine spindle. (You should have received a tapered metal drift with the machine. Fully extend the drill feed and you should notice two oblong slots in the spindle wall. Rotate the shaft until you can see clear through the spindle between the slots, insert the drift through the slot, and gently release the feed to retract the spindle. When the drift contacts the drill housing, the drift will release the arbour. Catch it before it lands on anything hard. Remove the drift from the slot and release the feed arm.)
Place the arbour into a freezer for a couple of hours and warm the chuck as much as possible without applying direct heat. ie, sit on a windowsill in warm sun or keep in heated room.
After ensuring that the chuck jaws are fully retracted, place it on a piece of wood, locate the arbour taper in the chuck reccess, and give it one light tap with a piece of wood or a light soft mallet to seat it. Allow a couple of minutes for the chuck and arbour to stabilise to room temperature, and reinsert into drill spindle.
The arbour tang is the flat section at the top of the taper, it fits into a recess in the spindle, and is what the drift pushes onto when releasing the chuck as explained above. When inserting the arbour, you may have to rotate it relative to the spindle up to half a turn while gently pushing upwards into the spindle. You will feel when the tang engages into its reccess, and the arbour will move further into the spindle and seat itself.
If there is any tendancy for the arbour to unseat and loosen, retract the chuck jawsfully into the housing and place a piece of softwood or a rubber mallet on the table, lower the chuck until it makes contact,, and apply moderate pressure to the feed system. This will keep the applied pressure axial to the spindle and presserve accuracy.
Disregard the info previously posted about the chuck and arbour. If you want to use a different chuck at any stage, locate a suitable chuck and get an arbour to match the chuck with the correct Morse taper for the drill spindle. That way, changing chucks is a 30 second exercise and accuracy is maintained if the arbour and spindle ar kept clean.