Now we want to convert that spline into a bent cylinder. The easiest way to do this is to open the rendering options of the spline and make the spline renderable. The picture shows my settings. Make sure are the checkboxes in the green box are checked. You will have to test different values for the the thickness.
Now to create the knob that goes on top of the shaft of the shifter. Create anothere spline as shown that is about half the width of the shaft. Add a lathe to it and adjust the axis so the it's centered around the shaft.
Now position the knob at the top of the shaft as shown.
Now you could call the gear stick done at this point but to push the realism, we are going to adjust it so it's not perfectly straight and centered as it is right now. First off, select the base of the gear stick and collapse the stack by right-clicking on it and selecting "Collapse All" to turn it into an editable mesh. Right click on it again and convert it to "Editable Poly." Now add a "Bend" modifier to the stack. Select "Center" under the Bend modifier and then in the viewport, move the center of the bend downwards to the base of the object. What this does is it makes the object bend from it's base and not it's middle, which is exactly what we want. Mess with the angle, direction and limit settings to give it a nice bend.