Radiator caps should be sealed strong and tight before operating. Radiators exert a lot of pressure when the fluid is heated. According to CarsDirect, failing to properly secure a radiator cap with ample physical pressure "can cause the vehicle to overheat" or even leak.
Radiator caps are designed to withstand different amounts of pressure--be sure yours is appropriate. Correct radiator cap pressure helps to maintain a balance of heat. If old caps are damaged they should be replaced. New radiator caps, states ArrowHeadRadiator, "must have the same pressure rating as the original."
A radiator cap should be tightened with a maximum amount of physical pressure. If a radiator cap is not on strong enough it can cause fluid to leak. In order to avoid danger, be sure caps are pressure-rated specifically for your radiator. Check your owner's manual for details on pressure cap ratings.