Your nasal splint may be very adherent because of the tape and adhesive that is holding it in place. You certainly should not force it off.
In my practice I remove all nasal splints myself. This is generally done 5 to 7 days after surgery. The process can be anxiety provoking for even the bravest patient. Over all, it is not really a big deal to get the splint off. As Dr. Slupchynskyj suggested, getting it wet in the shower will help it to peel right off. However, the swelling, and changes you will see in the first few minutes after splint removal should be observed, and examined by your surgeon. This is a time during which sutures, healing, and internal nasal crusting are addressed. At the very least, I would be sure to have an appointment with your surgeon within a few days of the splint removal.