Do you have an airlock? If you are using an airlock then tight as you can. Gas will escape through the airlock.
If you have no airlock then (if it's like my one) the lid should go on tight but not actually end up gas-tight. Check it, if it is bulging worryingly and doesn't go down when squeezed downwards you may have a build-up of pressure which could pop the lid off. That would be bad.
Essentially, the lid only really has to be tight enough to keep fruit flies out and prevent airborn spores dropping into the brew.