Yours may come right off but some have had trouble popping the steering wheel off. Spray it with Liquid Wrench or whatever your favorite penetrant is and let it set overnight.
If you don't have a puller that fits you can loosen the nut but leave the nut on flush with the top of the threads. Put upwards tension on the steering wheel (some have used ratchet straps from the steering wheel to the top of the ROPS). Tap the nut with a dead blow hammer. Leaving the nut on but loose will prevent the steering wheel from flying off and protect the threads.