You have to check the steering column down where the pedals are sometimes you can add some glue the hard type you can get at autozone you have to take apart the connection of the steering wheel and add glue there
Since steering is a very important safety issue and could mean a serious accident, if you have play, be sure that you identify what the REAL problem is first and foremost and be SURE that is the real problem. If it is the coupler at the base of the column, REPLACE IT!, don't glue it!! This a metal wear item that is much like a u-joint that will develop play and the SAFEST thing to do is to replace it!!