i recently did some exhaust work. (Stock exhaust)
and im guessing it might be because of the exhaust..
When im about at 4000rpm. crusing
I have this vibration which feels like cellphone vibration
but much much softer than a cellphone vibration
am i paranoid? or could it be related to the exhaust?

 

Do you still have the heat shield on after the exhaust work?

Considering you relate the steering wheel vibrating to exhaust, it is probably the heat shield. Remove the heat shield and it will go away.