Not all plugs are created equal. Some plugs have full, uniform tubes that have little tolerance, and a nominal 2.5mm center pin will not fit inside one designed for a 2.1mm pin. They look like this:
(from Amazon.com listing)
Other plugs have a tube with an opening wide enough for a 2.5mm center pin and an inner contact shaped something like a tuning fork, so that it can make contact with a 2.1mm center pin and still accommodate a 2.5mm pin. See, for example, the plugs on this cable:
A quick look at the actual plug should give you an idea of which you are dealing with.
Also, you can get a wide variety of adapters that convert a 5.5x2.1mm plug to other sizes of plugs (and even other kinds of plugs, like USB), so for short-term use I use a variable power supply with a 5.5x2.1mm plug and converters to power anything I need while I wait for a dedicated power supply with the right tip to show up. Finding adapters for any other size plug is considerably harder.
Side note about gender of plugs and jacks
The term "plug" has been standardized for electronic connectors by widely recognized standard setting bodies such as IEEE, ASME, and several others, generally meaning the connector on the end of a cable. The thing the "plug" connects with, and more typically installed on a piece of equipment, rack, or wall, is referred to as a "jack" by IEEE and ASME (general electronics), a "socket" by USITT & TSDCA jointly for audio, and a "receptacle" by NEMA for mains power. (They all use "plug" for the other connector.) All of these standard setting bodies have entirely moved away from using "male" and "female" designations.
Nevertheless, genders have been used for a long time, and continue to be used in many places. In the simplest case of connectors, such as a headphone jack and plug, the thing that goes inside the other thing is considered male, and what the male goes inside is considered female, by analogy to mammalian genitalia.
Most DC barrel connector pair consists of a jack that has a center pin that goes inside a tube in the plug, and a plug has a tube that then goes inside a bigger tube in the jack. So both parts have things projecting that fit inside other things.
Some DC barrel connector pair (such as pictured below) have the center pin on the plug, plug has a center pin that goes inside a socket in the jack, which tube goes inside a larger tube in the plug, which tube goes inside a still larger one in the jack.
(from Amazon.com listing)
So the analogy to genitalia breaks down, leading to controversy.
Historically, the general rule has been that what are now defined as "plugs" have been called "male", because in most cases they followed the analogy, while jacks/sockets/receptacles were called "female" for the same reason. This led to most people calling DC barrel plugs "male" and jacks "female" despite the center pin in the jack.
Some have noted that DC barrel connectors share the same general cylinder-within-tube configuration as RF connectors do, and have been using the same gender convention. With the original "standard polarity" RF coax connectors, it became convention that the "male" was the one with the solid pin, the smallest thing that goes inside a larger thing. Some want to follow that convention with DC barrel connectors. However, that remains confusing to the general public for a few reasons.
First, it is at odds with historical usage with respect to DC barrel connectors, so adopting that convention means that what used to be called male in now called female and vice versa, which makes both designations useless at best. Second, RF connectors come in "reverse polarity" configurations, where the part with the center pin is called "female" and the part without is called "male", so although RF connector gender is well established, it is not so easy to analogize to DC barrel connectors. Third, while most DC barrel plugs do not have center pins, some (such as the one pictured above) do, and when both plug and jack have things going inside other things, people seem to find it more natural to assign gender based on plug and jack (perhaps due to historical convention and inertia) than based on which has a center pin.
The controversy and confusion is perhaps best demonstrated by how the terms are used by major e-commerce sites. Both of the plugs shown at the top of this answer are advertised as "male", the first on Amazon.com, the second on AliExpress.us. Newark.com, a distributor, and Switchcraft, a manufacturer, list the connectors' genders as "plug" and "jack" rather than "male" and "female". Mouser.com, a distributor, uses "jack" and "plug" as filters, but continues to list jacks as female (another example) and plugs as male, even plugs from Swithcraft. As far as I have seen, only DigiKey.com, a distributor, calls the standard plugs "female" and the jacks "male" .
Given these problems, and the societal move away from using genders overall (as indicated by the above-mentioned standards defining "plug"), it is best to simply avoid using genders where possible. Nevertheless, it remains important to note that when using genders, you still need to double-check which "standard" people are using.
To be safest, just refer to "jacks" and "plugs".