Removable retainers are worn according to a schedule that aims to phase them out gradually once the teeth have fully settled into their new position. It is completely normal for the retainer to feel tight every time you put it in during the first six months of wear. During this period the teeth are still slightly mobile, and the retainer moves them back into the straight position when it is in. Once the teeth have got used to their new position, they stop making tiny movements and the retainer no longer feels tight when you put it in. The lack of tightness is a sign that the teeth have stabilised. However, bear in mind that the removable retainer itself may have loosened, and this may be why it feels loose when you put it in. It is a good idea to check with your orthodontist, just in case.
This answer is for general information. Your own case needs an examination by an orthodontist.