Yes you need to unhook the blue wire from the pump and take the hose from the nozzle assembly as the pump cannot clear air past the
check valve.
Let the pump run for about 10 seconds until you get a nice steady stream.
Reconnect the hose to the nozzle assembly then reconnect the blue wire to the pumps read wire and you should be good.
You should always test the pump on any system to make sure it is connected right. Also make sure the arrow is pointed towards the nozzle holder.