When I keep turning it round and tuning my guitar, the pitch barely changes, is this a problem?
Good tuning pegs require lots of turning so you can finely adjust the pitch of your strings. If you are having difficulty winding up after restringing, you can cut your strings shorter and leave less slack between the peg and the bridge, or alternatively invest a bit of cash into a string winder (note: string winders require a bit of attention when in use so you don't overtighten your strings really fast and potentially break them).
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