Why is there play in your steering wheel?

In an older vehicle with Pittman steering, a certain amount of steering wheel play is normal. In a newer vehicle with rack and pinion steering (and almost all cars now have it) only a tiny bit of play is normal. More than that should be checked - it's possible part of the steering column is damaged, and the car may be unsafe to drive. If your car is a later model with rack and pinion, and there is enough steering wheel play to notice, get it checked out, pronto.