Tighten them until you chain has good tension. It's really a matter of opinion, some people like really tight chains, some peolpe like less tight chains. A good rule of thumb is tighten them until you can squeeze your chain about a 1/2" in so it's very tight but can still move. If it's too loose it can pop off/ hit your brakes/ cause other problems; if it's too tight it can cause stress on the chain and your sprocket/ cog/freewheel.