hub nuts often have a a thin section sleeve extending from the main nut section, which is punched into a groove in the shaft, to act as a locking mechanism. This should be lifted or punched back out of the groove before you undo the nut...
maybe this is what they are referring to?
Occasionally the nut on one side is left-hand thread, which needs to be turned clockwise to undo - don't know if this applies to yours?