It is smart to tighten your brake calipers—loose calipers can lead to serious issues. Luckily, tightening a loose brake caliper is a simple process.
The calipers are likely loose because they were put on incorrectly. To be safe, you should remove the brake caliper bolts completely. As this part of the car rusts easily, you may need penetrating fluid to get the bolts off.
If the bolts look too rusty or damaged, you should repair them or replace them with fresh bolts. Otherwise, you can reattach the bolts.