Move the refrigerator away from the wall.
Unplug the power cord.
Turn off the water valve associated with the water line that connects to the fridge.
Turn the nut on the inlet counterclockwise to fully remove it.
Put the nut back into place and tighten it by hand. Then tighten the nut two turns with a wrench. Avoid overturning, as this will cause leaking. However, also make sure the nut is tight enough to restrict water from leaking from it.
Plug the refrigerator back in and turn the water valve back to inspect the connection. When you are confident there is no leak, push the refrigerator back into place.