To check the steering, have the weight of the truck on the front wheels and parked on solid ground. Rough concrete to hold the tires is better then smooth, you don't want them to move. While you are under the truck, have a helper twist the steering wheel enough to move all the joints. You also need to twist fairly hard. You will be looking for up and down or side to side movement of the tie-rods, and drag link ends. All four joints are spring loaded and adjustable. On each end is a cotter pin and large slot. Pull the cotter pins and turn the slotted piece in till it bottoms out, them back off one hole, page 79 in this 1941 manual
http://chevy.oldcarmanualproject.com/shop/1941/index.htm. Once you have them all adjusted and tight, jack up the front axle to check for kingpin movement. You should not have any play when rocking the tires top to bottom
( hands at 12 and 6 ). If all that is tight, your steering box is probably worn.
My '37 has a '41 gear box in it, I rebuilt it years ago and though it was OK. I recently came across a NOS pitman arm and installed it. The difference is like night and day. My old pitman shaft had enough wear on the teeth that it never would adjust like I wanted, it always had play like yours does. Now it drives better then my '03 truck.
Joe