Just tighten it to remove the slack. The tension should be snug but not tight. As stated above, any tighter and it will pull into the vertical stab and distort things back there. Also, you can put unnecessary tension on the servo.

When moving it left and right, the tension should be such that the rudder follows the servo movement right away without delay (caused by slack). So, adjust out slack to the point where it is snug and no more. You will see what we mean when you adjust it. Moving the servo arms manually, with the slightest movement causing the rudder to mofe is sufficient.

DS.