Any threaded item sometimes ends up with damaged threads. The damage may have been mechanical such as from over tightening or cross threading. The damage may also be chemical or metalerigical. Galling is the term. The two metal surfaces can actually weld themselves to each other. This is very common with titanium bolts into titanium items, and can happen with other metals as well, but it is much less common. You don't have to do anything wrong to end up being the victum.
Absolutely replace the plug next time you take it out. You should have the first time you found it so hard to remove. Be prepared to run a tap through the threads in the pan or even install new threads if the new plug is tight too. You must use the correct type of tap and you may need a machine shop to install a threaded insert of some type if it becomes necessary. Most of the time you just need a new plug, but be very careful.
