i used joint pliers and i was able to turn it, so no screw thank god! Quick question, how tight should I make it when i install the replacement? I think hand tight would be good enough with plumbers tape?

There are two common types of tub spouts, the slip-on or slide-on (which would have a tightening screw underneath that you were looking for) and the type you have with threads. And the latter type can either have a pipe that sticks out several inches from the wall or only about a half inch. Anyway, tighten it until it's starting to scrape the wall tile, then caulk around it. Hopefully that will happen to be with the spout pointing roughly downward. If it's pointing upward when it's tight, I prefer to loosen it a half turn rather than risk damaging the tile or pipe threads from overtightening. The pipe thread tape should ensure a leakproof connection.