The fan blades are connected to the hub in such a way that there is a small amount of movement (probably for thermal expansion and so the whole assembly is not as brittle as it would be if completely fixed and rigid).
When the fan is spinning at high speed the fan blades are locked in place by centrifugal force and the fact that they are pushing the air through the engine. When not running, any head or tail wind will slowly turn the fans and you can hear the blades rattling their fir tree shaped joints in the hub sockets.