Steve1300, I think you already have your answer about making hydraulic connections, but in case not, just do this: with the tractor turned off, cycle thru the control valve(s) to relieve any pressure, and then make your connections. If your loader is off, sitting in the sun, then there may be some pressure built up there... but not so much you still can't pop the connectors together.
Also, if you're removing an attachment, such as a loader, and park it with weight bearing on one of the hydraulic cylinders, it will keep pressure in the hydraulic lines and make it hard to reconnect. For example, leaving the loader bucket slightly curled and not settled flat on the ground.