Until today I used to plug the 8x8 LED matrices into these cheap and ubiquitous 40-pin female headers:
The round and thin pins of the LED matrices won't fit snugly the wide gaps of the above female headers. These headers are designed to work best, I strongly suspect, with the thick rectangular pins of the, also ubiquitous and cheap, 40-pin male header:
My LED matrices did not make firm contact when plugged into the above pictured female headers. Even scarier, every little touch seemed to affect the contacts, regardless of my efforts to find an easy solution (bend outwards the matrix pins a bit, thicken them with solder, insert them as deep as I could etc).
The final and permanent solution was to replace those headers altogether, with these round machined female pins:
They are a bit more expensive, but make a huge difference in terms of firmness of the contact.
They are also shorter, bringing the LED matrix closer to the board. That requires some attention when sockets are to be used: they should be either inside or outside the matrix package itself.
(Unfortunately I am talking from experience, since I had to remove a socket which was spread under two matrices.)
A different topic, but under the same umbrella of lessons learned: buying and using USB adapter power sources.
To shorten the story, this is the conclusion: when you buy such an USB adapter, never assume the output is 5V and just plug it into your expensive device!
Out of about 10 I bought on ebay, shipped from their manufacturers in China, 2 of them output 9V, way above the expected 5V. Although not statistically accurate (is there such a thing?), this is a 20% failure rate. Before plugging it on, always measure the output voltage to make sure it is what you expect.