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Have it recovered or replace it. Getting an original wheel recovered just like the factory can be relatively expensive. You could also find an aftermarket leather-wrapped wheel that looks very similar for about $100. That's what I did and then used some of my interior vinyl dye to recolor it so that it matched the other interior items.
You can try what I did. I had some Fast Orange hand cleaner in my garage,
so I tried it on the steering wheel. It took several applications, but it finely
took the sticky away. I also used it on the T-top bags and it worked great on them too.
Just a suggestion that you might try.