Make sure that the shiny side of the wrap is facing the exterior and the dull side facing the cheese. This will ensure the cheese retains vital moisture while the dull side can absorb excess moisture as the cheese matures.
Wrapping does not need to be tight, however it need’s to be tight enough so that the cheese does not get in contact with air which will dry the cheese out.
Never wrap more than one type of cheese in once piece of cheese wrap or you will run the risk of cross contamination.
To help you decide which wrap to use for the cheese you're making, see here.