Most of the time they fit snug, so them turning is usually not a problem. If they do turn, put a piece of plastic wrap over the arrow shaft and push the nock in. Then trim the excess plastic wrap off. This will make them tighter in the shaft.
If a nock is turned slightly, it shouldn't have much affect on accuracy. But if you have one or more shafts that will mot group with the rest of your arrows, you can turn the nocks 1/3 of a turn at a time and that will sometimes move them back into the group. This is know as nock tuning.
Darrel