Mine was tight, with no slack, when I bought it new. It still has no slack at all, and works great. Having slack in the line wont make it easier to turn the rudder, it just means you have to wiggle the tiller more before anything happens.
A common issue with the rudder seeming to be harder to turn, is that it is not all the way down. Ensure the rudder is completely down (you hear a "clunk" when pulling the downline) and the downline is cleated. If the rudder sticks out even a little bit, the leverage required to move it dramatically increases.
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