Air taxi pilot reported discovering during taxi out that they had left the rudder gust lock installed resulting in difficulty turning the aircraft. Pilot shut down airplane; had ground crew remove the lock; and completed the flight.

Narrative

I was at ZZZ and I taxied out and experienced difficulty turning the aircraft. Concurrently; ZZZ ops called me on company frequency to stop. As I came to a stop; I realized that the rudder gust lock had not been removed. I shut down the plane and had the ground crew remove the rudder gust lock. I then restarted the airplane; completed the appropriate checklists; and continued to ZZZ1 and completed the flight safely and uneventfully.My flight involved multiple passenger count changes; which resulted in a confusing weight and balance scenario. The result of this weight and balance scenario was company removing my First Officer from the flight to accommodate what ended up being 8 passengers booked on the flight. The previous information I received from operations; therefore what I fuel planned for; was a flight that was to operate with 4 booked passengers. The desire to accommodate all the booked passengers and work effectively with ramp/operations agents was occupying my mind in a time where I am typically thinking about the preparation for a safe flight. The result was my incomplete preflight walk around and checklist usage. This could have been prevented for the flight crew from triple and double-checking the checklist and conduct another walk around after all the event that happened.