Cessna 208B pilot reported a flight control issue; due to the rudder gust lock not being removed prior to flight. This resulted in uncoordinated flight and a fuel distribution asymmetry; necessitating an immediate diversion to the nearest suitable airport.

Narrative

At XA:00 Day 0; I arrived at the ZZZ airport and performed a pre-flight inspection in preparation for a revenue cargo flight to ZZZ1. While taxiing to Runway XX I noticed that the rudder pedals were stiff. I assumed the stiffness was because it was a different aircraft. I was able to steer while taxiing.While climbing to 8;000 ft MSL I noticed the turn coordinator skid/slip indicator was all the way to the left. I pushed on the rudder pedal to correct the condition and found the rudder unresponsive. The pedal was very difficult to push and I was not able to center the slip/skid indicator. After leveling at 8;000 ft MSL I pulled back on the yoke several times thinking that the rudder gust lock may have been engaged. The uncoordinated flight condition persisted.I asked ZZZ Center for a diversion to ZZZ2. I did not want to return to ZZZ as the main runway was closed leaving only the shorter and narrower runway. About halfway enroute to ZZZ2 I noticed that fuel was rapidly shifting from the right wing tank to the left. The LOW FUEL annunciator lamp illuminated and the fuel warning horn sounded. A 400 lb fuel imbalance had developed due to the uncoordinated flight. The aircraft was becoming more difficult to control so I requested priority handling and diverted to ZZZ3 which was much closer than ZZZ2. I landed without incident on Runway XY.I taxied to the FBO; parked and shut down the engine. While inspecting the aircraft I discovered that the mechanical rudder gust lock was still engaged. I had failed to release it during my preflight inspection.Suggestions: Perform all actions prescribed in aircraft checklist.