Is it possible to over tighten adapters, valves, etc, causing leaks?
Yes you can definitely over tighten threaded connections.  The typical rule of thumb is to hand tighten, then tighten a quarter-turn with a wrench. If you still have leaks, repeat the quarter turn until the leak stops.

Also make sure that on threaded connections that you use Teflon tape or pipe dope. Do not use this on compression fittings.