There is a nut at the base of the shifter. Remove it and move it to the other side. Tighten the nut and it will withdraw the wedge bolt. Then the shift arm will slide off of the transmission stub.
Maybe you're asking about the shift knob. It is glued onto a spline on the top of the shift arm and removes by pulling/cussing/hammering straight up. It can often be a PITA if you want to take it off or it just might come off in your hand by accident doing a quick 1-2 on some hot summer day.
2003 FX4 Level II, Supercharged 5.0L V8, Headers, Duals
BW4406 manual transfer case, Aussie Locker, Torsen L/S, 4.10's
Bilstein 7100 rezzies, Cadillac/Mustang rear discs, Duff traction bars
Keypad Entry, Lock LEDs, ABS switch, sway bar discos
Heated seats, Explorer EATC, Trip Computer and consoles
2003 XLT 2.3L M5OD-R1 reg cab beater, 2011 Taurus SEL, 2016 C-MAX Energi Plug-in Hybrid