the drywall screw didnt come loose the paper that the screw is holding to the wall is what came loose. a screws function is mostly in the head or flange of it. if the head goes throught the paper...
You need a very good screwdriver bit or needle nose pliers or some tool to grip it enough to begin the process of anti-clockwise rotation and its removal.
Answer
You can put some WD-40 on it and...