Ditto....on MOST "Fords"(lol), the actual knob is NOT removable. There is a long shaft attached to it that has a notch in the end of it that clips into the electrical portion of the headlight switch.
Your "knob" should rotate to adjust the brightness of the instrument cluster right? Not for your car, but notice the shaft is attached to the knob, and the little notch at the end of the shaft?
Now....heres the "tricky" part. You have to reach around behind the dash where the headlight switch is. On top(usually) you'll find a little spring loaded button the you have to press down in order to pull the knob out. See the picture below.....it takes some finess, but if you twist and pull, it'll come out. Most of the time you'll actually turn ON the headlights too, so make sure you don't run the battery down. You can re-install the knob while holding the button down to turn off the headlights. After you install the instrument cluster again, just push the knob into place and it should "click" in. Pull it out to make sure you headlights turn on