There is something of a knack to turning tuning pegs while the violin is held in position - this is actually the easiest position to hold it in while tuning anyway, and offers the best position for leverage too.
For the D and G pegs: With the violin in playing position, place your first and middle finger behind the peg and your thumb in front. Place the little finger (or third and little finger) on the opposite side of the scroll inorder to balance the pressure and help stop the peg from working out of the hole. Turn the peg TOWARDS you first - you should never simply wind a string up - then turn the peg AWAY from you, tuning upwards. Repeat that action if you overtune the string slightly.
For the A string, use your second and third fingers behind the peg and the thumb in front, with the first finger on the opposite side of the scroll to balance the pressure etc.
The E string needs no explanation, it will I hope have a fine adjuster. Only the foolish would dare repeatedly tune what is effectively a piece of cheese-wire, with the coarse movements of a wooden peg.
If the pegs seem excessively tight, remove them and put a little Hill's Peg Paste on them. (Yes, the stuff really does work). Not too much or they will end up slipping, but enough so that the pegs turn smoothly. Badly fitting pegs, or pegs that have pushed right through and have a piece protuding out the other side should be adjusted, or replaced by a luthier in the case of the latter. Do not try and do this yourself, you'll just make the matter worse. If the holes in the scroll have worn large, then they will need to be bushed, reamed and a complete set of new pegs fitted. This is not a job for an amateur repairer.
Weather changes such as humidity and temperature can affect the pegs ability to turn. This is due to the fact that there are two different woods of different densities pushing against each other. Ebony (frequently used for pegs) is very hard and doesn't expand as much as maple (the wood usually used for the scroll). Hence the pegs end up squeezed tight in the holes. Rosewood is often considered the best wood for pegs because it has very similar properties to the maple and doesn't seem to 'stick' so much. However, aesthetic pleasures to the human eye often prevail over praticality.