The Z-axis lead screw isn't secured properly – Inventables

While the machine is off, attempt to lift the spindle manually.

For M8 lead screws, ensure the two M8 hex nuts are tightened down properly.
For ACME lead screws, make sure the pulley is as far down on the Acme rod as possible and the set screws on the pulley are tight. The nylock nut is only intended to be used as a safety measure to prevent the z axis rod from falling if the set screws on the pulley come loose.

Once the pulley is tight on the rod, then you can add the nylock nut to the top.