Loose Water Supply Connection on Toilet After Fill Valve Replacement

I'm a complete amateur at this so apologies if this is a stupid question. Was replacing the fill valve on my toilet because it was spraying water at the top. Everything was going great until I went to reconnect the water line to the toilet and found the connection was loose even after tightening it. Not sure what went wrong here. Any advice is greatly appreciated.

Don't see anyway to tighten that connection. It's as tight as it will go by-hand on the valve stem itself.

If it had the built in rubber washer, there's a chance you cross threaded it putting it on.

It should thread on very easily the first few turns before it starts tightening. If it gets cross thread, which is not difficult to do with plastic to metal threaded connections, it tends to get tight prematurely.

Generally, you can see if that nut is not on straight, if you look closely. Remove it completely and carefully try to thread it back on while keeping it straight and without forcing it. Once it catches on straight, it should turn relatively easy for a few turns, if not cross threaded.
If it was in fact cross threaded it is more likely to do it again, so keep that nut straight.

Also, check for an old washer.

Chalk this up as a stupid mistake. Thanks for the reply Diehard. Turns out the rubber washer, which I completely missed, was stuck to the old fill valve. I detached it, put it in the water supply valve, and no leaks. All good to go. Thanks!

You should use a new supply line when changing a fill valve

All's well that ends well!