I had a cracked exhaust manifold on my 8 valve Sidekick, came across a used one so I changed it.  The one I got didn't have an O2 sensor so I grabbed the one off my old manifold but it is smaller than the one that was in my new manifold. I am not sure what my new manifold came off of exactly, or maybe the O2 hole was enlarged for whatever reason.  Just wondering if O2 sensors came in different sizes in different years?

They are usually all M18.

I don't recall there being different sizes of O2 sensors between trackicks. 
Maybe the new manifold O2 hole was stripped, so they drilled it out and rethreaded it and put a threaded insert in it (seen it done on spark plugs before).  Then when they removed the O2 sensor, the insert stayed on the sensor and not in the manifold (seen it happen with sparkplugs).  So I'd say you need an insert.