Most potentiometer knobs can be removed just by pulling with two or three fingers. Don't use pliers to prevent damage to the knobs. If pulling with your fingers is not enough go on reading.
Secured Guitar, Amp and Studio Gear knobs
Occasionally, especially when hardware is of high class, knobs are secured with screws or nuts. Some of the screws become visible on the side of a knob when you turn it, they can usually be screwed off with a screwdriver or with a small Allen key (Hex key, Inbus). Regarding high class gear – I have an old Eko Cobra guitar that is definitly not a top model but at least its knobs have the look and feel of a high standard, in opposite to those on my Gibson SG and Fender Stratocaster.
Other knobs feature securing nuts hidden under the knob cap. To take off the cap use your finger nails or a small screwdriver or something else being small and sharp. These hidden nuts are sometimes hexagonal and can be unscrewed with a hex wrench or a nut, see the image of the BSS DPR-404 compressor. Sometimes you need a special screwdriver or screwdriver bit with pins on two sides and a gap in the middle, a so called slotted spanner (2-Schlitz spanner, snake eyes). A good example are Drawmer products like the knob in the right image (from a DS 201 Noise Gate).
Sometimes knobs have a removable cap but no nut at all underneath. This applies to cheaper products for the most where a cap in a different color is only used for design reasons or improved readability (example: Novation Bass Station). Finally many knobs are made from just one piece of plastic like on the Doepfer MS-404. Just pull them off, you probably won't damage the device. If this does not work, read on.
How to lift off unsecured potentiometer knobs
In some cases knobs are not secured with a screw and still extremely tight. Mackie consoles are an example to these. I once wanted to modify my Mackie 1642 VLZ3 and after many attempts needed to build a simple tool to remove the knobs.
Take e.g. the plastic handle of a washing powder packet or something similar and fold it in the middle. Make a cut 4-5 mm wide and 1,5 cm long. Unfold the handle, the cut should now be about 3 cm long. Wiggle the cut over the knob and place the plastic under the knob. Pull the handle in one direction until the knob is tight in one end of the cut. Twist the other end by 180 degrees. Hold both ends of the handle close to the knob and pull hard but gently upwards.