Just ordered my TWM today based on what I've read on here, can't wait to get it. After reading about all the troubles people have been having with the stock shift knob I decided to try and get mine off and I don't know what the big deal is. I twisted mine off with one had just sitting in my driveway.
I think the previous owner may have taken it off already, or someone totally forgot the thread locker during assembly because they were totally bare.