steering wheel won't lock, and sounds like it's loose

Yeah I can feel it riding the grooves it is supposed to lock into when I turn it slowly. If the key is on it doesn't do it, but it does make other noises. As soon as I get into it I'll just remove the mechanism. From what I've read you can remove the locking plate with the notches also? The thing that looks like a saw blade? Or is that somehow necessary to keep it all together?

I do have to retract my last statement that you don't need any special tools to take apart the column. You will need a steering wheel puller.

In any event, you can remove those parts but why? If you pull it apart, you will see what the noise is all about. Find/fix the 'problem' and things will work like they should.

The locking collar is likely not the root cause unless the roll pin came out which is hard to believe. Again, misalignment (shaft moving up and down inside the jacket or something similar) will cause this sort of issue. If that's the case, you need to figure out why the shaft is moving up and down; could be mounting, coupler, isolator bearing etc. Something is worn out somewhere.

If that's not the cause, then the spring loaded mechanism inside the bowl is loose for some reason. It's retained by a flat plate to the bowl housing with a couple screws. The back of it protrudes through the bowl to the locking collar to stop it. When the key is turned, it releases. Could be something in that arrangement of parts, possibly a loose retainer plate screw. That could be what's making the 'other' noises you hear.

Here are a few pics for you to give you a better visual idea of what this stuff looks like. First is the spring mechanism thing. The spring is wrapped around the arms to keep tension on it. It gets released by a tab in the tumbler when the key is turned. The second pic is the column bowl where this part resides. You can see the tumbler on the right and the hole through which the mechanism protrudes to engage the lock collar. You can also see the screw holes for the retainer plate. The last pic is the bowl with the plate installed. I believe this is the area where you need to be looking. If not, again, you have something causing excessive movement and/or binding in the steering shaft.