Cool. Just mark the nut and rod with an index line. Loosen the nut a bit.
Is the rod staying put and only the nut is turning?
Yes: Good take the nut off, clean the threads, lube with Vaseline and put it back and do what you need to do.
No: oh oh, time for professional intervention.
My G-3 has a brass nut. Is yours brass? Mine is hard to turn and squawks and creaks; it could be because they are dissimilar metals causing galvanic corrosion that makes it squawk

. Could be just rough threads on the rod and brass is too soft to smooth the steel down when it's threaded on. I think that brass is used because it won't rust solid onto steel over time.