Patrick, in part this could depend on what type of glue was used, and what yous stairs are (for all we know they are concrete).
If there's not a wood finish on the stair you are trying to protect, and the adhesive is a light yellowish color and maybe a little on the tacky side, try mineral spirits. You may have to wet a rag with the spirits, then lay it flat over the area for a while to let it "work" on the glue and get it softened up some.