Hello!
this brand new fender is my third bass. With the 2 others (Yamaha & Sire), I never had difficulty to adjust the neck. But with ultra, it’s surprisingly tough.
The system is also different: on the fender Ultra I have got T shape tool
Is it normal? I didn’t expect it to be so tight.
I wonder If I should return the bass.
Thanks!
It’s probably fine. Sometimes the truss rod nut is tightened such that the rod is hard to turn. Try loosening first when moving it in any direction.
Do not, under any circumstances, try and lubricate it 
Yeah like the @howard said. It could be because it’s the first time. A quarter turn in both directions should help. After this if its still stiff then consider bringing it back.
Are the strings tuned to pitch? If so loosen them a bit. Back off the truss rod a bit then tighten to take out some relief even to the point of a small degree of back bow. Then tune back to pitch and tweak from there. Chances are you’ll be very close to where you want to be.