Take yer time and when doubt stop and ask the crew here.
Now as far as steering wheels, very few come loose easily.
Best to soak the nut and spline area for days with yer favorite penetrating elixir.
Most have good luck with bee pee blaster
Then search on here for a ho'made steerin' wheelie puller, it's just some wood 2x4's
Also it is advised to not ruin the threads on the hollow steering shaft. Some maybe are a solid shaft but still, excessive pressure will ruin them faster than you can say John Deere me, Er, woo is me!
What ever yall do, do not hit them with a hammer cause yall will knock the balls out of the bottom of the steering column. then it is replacement time.
You want to solve problems, not create more.
