2002 Ford Explorer Steering wheel vibrates/shakes

Does the vehicle have to be moving for you to feel the vibration?

As far as I have noticed it only vibrates/shakes when it is moving and it is an extreme shake/vibration when turning.

What happened is I was parked on a angle/decline and I was super low on gas so the truck wouldn't start this morning. I needed to get it into netral so I could coast down the hill and then the gas would settle and the truck would start (which it did just like I knew it would.) Well the wheels were turned hard into the curb so it wouldn't roll overnight (a safety precaution we all know) and I had to really struggle with the steering wheel to get the wheels straight so the truck would roll. It was also pretty hard to get the truck into netral but it finally did.

Anyway.. the truck coasts down the hill.. the gas settles, it starts finally and I am on my way.

While driving, and after that wrestling with the steering wheel, is when I noticed the steering wheel was looser and when I turned right is when the vibration and shaking started.

These issues had not happenned until after this morning's wrestling match with the steering wheel.

That is a tough one. I can't think of anything that could have been damaged. Since you had the front end (tire) into the curb, check to see if there is any damage to the tire (belt shifted). Other than that, you will need to check the steering components to make sure nothing was damaged. Also, you COULD have caused the vehicle to go out of alignment.