If you are using 2020 data, but have downloaded 2019 geographies - or vice versa - (especialliy, tracts, block groups and blocks) they will probably not join. The core geographies of Census Bureau are reconfigured every 10 years to accommodate Decennial Census changes. So make sure if you download 2020 shapefiles, to download 2020 data, etc.
If you need help or guidance with this, please feel free to contact me at my census email - I'm there to help people with issues like these.
David Kraiker
Data Dissemination (and GIS) Specialist
david.j.kraiker@census.gov