It's called an end pin or peg, and it is typically not glued in! Usually a light tap to seat it in is enough to hold it. If you must glue it, I would recommend just a drop of super glue and then tap the end pin into position. If you ever need to remove the end pin in the future (say, to install a pick-up jack or a bone end pin), it should release by tapping it from inside the guitar.
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