Have you tried rocking the steering wheel from side to side? I'd
strongly suggest putting the centre nut back on before trying to pull it loose, because it hurts like hell when you smash yourself in the face with either the steering wheel or your fist
If you put the centre nut on just so it screws onto the thread, then you should be able to free the steering wheel by rocking it from left to right while applying pressure towards the front of the car. If all else fails, head down to Supercheap Auto or Repco and buy a steering wheel puller