You either have worn steering components, such as tie rod ends, pitman arm, or drag link.
Your steering box might also be worn or out of adjustment. I would suggest crawl underneath the front of the Jeep with someone else turning the steering wheel from side to side, just where the play is. (steering wheel unlocked but engine off)
Look at the steering shaft and watch the movement. You can trace the steering linkage from the shaft through the box, pitman arm, drag link etc. You should easily be able to see which compnents show looseness and require replacement.
I would not suggest you try and fix it yourself if you are a novice mechanic, as the components are vital for safety.