The Jeep Grand Cherokee shift knob is known for being difficult to remove. The knob is actually not that difficult to remove, it simply has a different setup than most shift knobs. You can remove most shift knobs by twisting them counterclockwise; this isn't the case with the Grand Cherokee. This tutorial is aimed at 2005 and newer Jeep Grand Cherokees.
Place your shift knob in drive (D), and then turn the engine off and set the parking brake for safety.
Grab the metallic or chrome ring directly below the shift knob and turn it counterclockwise to release it from the shift knob.
Push the ring down to the base of the gear shift assembly. You may need to use a flat head screwdriver to help you.
Grab the shift knob and pull it straight up. The knob is tough to remove, but will come off with force.