Fixing a stuck Fireplace Damper
That thing that looks like a weight held onto the damper by a long bolt? That's a damper clamp. When a fireplace has a damper, and is converted into a gas-burning fireplace, by code the damper must be fixed in a fully open state. Otherwise, if the damper were closed, and the gas turned on, you could get gas and/or carbon monoxide blowing into your house, either of which would make it likely you would Have A Bad Day. (This isn't required with wood fireplaces, as if you leave the damper closed then the gouts of smoke will make your mistake obvious.)

So, the solution? Leave it alone: it's possibly saving your life.

References:


https://blog.swedesweep.com/fireplace/fireplace-damper-clamps/
http://damperclamp.com/installation.php
https://forum.nachi.org/t/damper-for-gas-fireplace/118517
http://www.city-data.com/forum/house/774794-gas-fireplace-open-close-flue.html