Assuming it is the tank you are having a problem with, first don't use pliers. They work but one of my tanks still bear the marks. There are some cute ceramic tweezers that come with a rounded back end made to fit around the tank sort of like a oil filter removal tool works. two of them will usually open any tank without damaging it. Over tightening tanks dosen't help them seal any better and really there is nothing I'm aware of that has to be tightened beyond finger tight.
In the meantime if it still won't open then try putting it in your freezer for a while. When you take it out then expose the female part of the connection to heat, your hand, a warm wet towel, anything and then try to get it to loosen.
Keep trying it'll come.