I see this regularly while surfing the normal dealer sites, and I dont know what screws have never been turned, how that can be determined, nor why its important.

anybody want to bother and explain this to a dagger rookie?

I'll answer this the best I can and, I'm assuming you're referring to the screws used to assemble a dagger scabbard. but lets start with your quote "screws never turned". This is an obvious misnomer since the screws had to be turned with the scabbard was originally assembled.
What most sellers are referring to is the fact that the screws are still in place and haven't been removed since original assembly. Usually if an unexperienced person removes these screws for whatever reason the slots get buggered up just as they would on a firearms thats been improperly disassembled.
On the otherhand;If a dagger scabbard has been disassembled by a skilled craftsman I doubt if anyone would be able to tell by examining the screws. What a seller is saying in essence here is an amateur has not messed with this scabbard.
I hope this helps.
Jim

Jim is right on here.
But if I may add somthing. Scabbard screws on SA and SS saggers are usually removed in order to re-paint or re-annodize the scabbard. Thus "messed with" screws are a sign that someone probably at least attempted to touch-up the scabbard (or remove dents from the fittings such as the all too commonly dented lower ball).
If I see "messed with" screws, then I begin to really question the paint, fittings (they may have been swapped from another dagger), etc.
But Jim is also correct in that, if you are careful it is possible to remove the screws and fittings without "messing" them up. But bad screws are a suspicous sign.