I have that engine and use MTH Hudson tires on it. I always remove brake shoes when they are present. Follow the good comments the guys gave. Remember, a slip on fit is desired. Do not treat a tire like a rubber band as it will stay to the size you stretch it at.
If a tire comes off, throw it away and do not put it back. It mostly likely came off for not following the tips in this post. No glue. DO NOT USE GLUE. Stay clear from that Bull Frog crap or similar. Always replace a tire with a tire. I run my trains for long period of time and doing tires properly will make it happen. I have a few engines and anything that can be done to make life easy is a good thing.
I have a few Lionel Legacy diesels. I love Legacy diesels. The first thing I do when obtaining a new one is Xacto the tires and replace with MTH tires. Now you have a great running locomotive that goes down the track smoothly.
Your Hudson is an easy job. It is also a great locomotive.