Is my steering wheel supposed to look like this?

[turns2stone]

When I bought my car it had a square piece of clear plastic with adhesive covering the steering wheel emblem to protect it I guess. I remember peeling it off myself but it didn’t leave a mark like that.

Yes, it's from a sticker over the emblem, and mine left a mark just like in the OP.

I tried several cleaners without luck. Today, I used some P21S Total Auto Wash on a microfiber towel, and that took care of it. This stuff is pretty strong and can be used to clean exterior parts as well.