I was pulling my steering wheel off and it wasn't budging and all of sudden it let go, however this came off as well. Anyone have this issue before and know how to put it back in?

 

That is the clockspring.

Be careful with handling it its very fragile.

Also, it needs to be correctly oriented.

Look up the DIYs on steering wheel removal and installation of the paddle shifters. I believe there is some discussion of dealing with it and orienteering/replacing it in those threads.

 

Thank you I'll try looming it up