My watch band is stuck on one side. How do I get it off?

Do not force it. If you followed all the steps in:

Change your Apple Watch band - Apple Support

then your best option may be to make an appointment at the Genius Bar in an Apple Store near you and let them look at it:

Genius Bar Reservation and Apple Support Options - Apple

I would add to that excellent advice, run it under warm clean water (no soap) and gently work it to and fro while pressing in the catch.

Tip: remove your strap monthly and clean the slots.