Haku,
Imagine a single nut on a threaded rod. There will always be some clearance between the threads on the nut and the threads on the rod. Otherwise, the nut wouldn't turn at all.
This clearance is taken up as the nut rotates in one direction. If the nut is slowly rotated in the opposite direction, you will notice that the nut is turning, but it doesn't immediately move in the opposite direction. It doesn't begin to move until the clearance is taken up again.
If this nut were driving your CNC's X axis, you would notice this lost motion ( backlash) every time the X reversed direction.
Now imagine two nuts on the same threaded rod. The 1st nut has been turned clockwise to take up the slop in that direction. The 2nd nut has been turned counter-clockwise to take up the slop in the other direction. Now we join the 2 nuts together. We may need a bit more pressure on each nut ( preload) but our two nut arrangement can be tweaked to (almost) eliminate backlash.
This also applies to ballnuts and ballscrews. A single nut will always have clearance. That is why 2 nuts are preloaded to eliminate backlash in both directions.
Diplomacy is the art of saying "Nice doggie" until you can find a rock. - Will Rogers