Headlights trying to have their own dance party...

Disconnect the battery negative cable. Reach up behind the dash and find the headlight switch body. On one side of it will be a small domed metal button, heavily spring-loaded. Figure out whether your thumb or index finger will reach it easier, then tape a penny to the applicable digit on the applicable hand. Go back under the dash and use the penny-taped-to-finger-or-thumb to push that button HARD while you give a good hard yank on the headlight knob. The knob and stem will (eventually) come out. Installation just requires pushing the stem back in all the way until it snap locks into the switch.