While attempting to adjust my chain. I back of the self locking nut to loosen the axle/rear wheel but notice its hard to back off and sir enough the worst it is cross threading. Any of you brothers or sisters have had this problem? Or am I am idiot and should know something about this self locking nut?
Threads get screwed up when they are put together. You did nothing wrong, unless you went the wrong way and tightened it. The fasteners are pretty bad on this bike, stripped one screw taking a panel off.
Talk to fflier9, he just had the same problem and fixed it.