Did the pool filter have little to no suction before your connected the pool vacuum? A decrease in suction is an indicator that the pool filter is dirty, which affects circulation. Check the pressure gauge on your filter. When it rises 8 to 10 pounds per square inch, or psi, above its normal operating range, you need to clean the filter. Backwash sand and diatomaceous earth filters; with cartridge filters, remove and clean the cartridge.
The filter must be turned on in order for the vacuum to work. You assemble the vacuum by connecting one end of a pool hose to a vacuum head attachment. You then connect a telescopic pole to the vacuum itself in order to move the vacuum head. Inspect the vacuum hose; a crack in the hose can allow air to get into the filter line and cause a loss in suction. The pool hose tends to become cracked and brittle after long periods. Also, the vacuum hose is dragged around the yard and can be stepped on, causing a crack.
A pool filter must have water in order for suction to occur. When the water level is low in your pool, suction decreases and the filter can become damaged. The same happens with your pool vacuum. Hooked into the skimmer via a long hose, the vacuum hose needs to be filled with water in order for suction to occur. If there's no water for the filter to suck in, then the vacuum won't work. Disconnect the end of the hose from the skimmer, and hold it against the pool return jet. Let the hose fill with water, and quickly reattach it to the pool skimmer.
A less common issue with vacuuming suction is a clog or block in water circulation. Check the pool hoses for items stuck inside the hose and the filter baskets. The skimmer basket is removed prior to vacuuming, so that's never a problem. The pump basket however, is where all the dirt and debris go when you vacuum. If you never cleaned this basket out before, chances are it's clogged with twigs, leaves and other matter. Open the pump basket, empty it, and reassemble. This will help suction.