Get it fixed unless you have experience working with airbag
components.  Incorrect procedures can cause damage and/or
severe injury.  A shop might find it is just a poor contact
or so.

Leon
P.S. Attached are some general warnings if you do decide
to mess around yourself.

Warning: the airbag is an explosive system.  Testing continuity
across the airbag is potentially lethal.  I assume so is static
electricity.

The way I understand it, and don't blame me if I am wrong, at
a minimum you need to disconnect the negative battery terminal,
wait five minutes for a condensor to discharge a bit, and then
disconnect blue and orange connectors; one set for the steering
wheel bag below the steering column and one set for the dash one
behind the glove compartment.  Orange first.  Press the release
catches. If they  do not come apart, you are probably trying to
pull them apart in the wrong direction.  They should come loose
fairly easily.  Then stay away from those connectors.

Make sure you do not create shorts cleaning contacts and grounds.
Do not try to repair any damaged cable; get a replacement from
trussvillemazda.com or the dealer.

When first turning on the ignition afterwards, stand outside the
car, and reach below the steering wheel; do not sit in it.  Better
your car destroyed than you.

As always, keep your seat back and the steering wheel at arm's length
while driving.

I have heard the 5 minutes to discharge the capacitor should be half
an hour.  To be precise, that is what it said in the instructions
that came with my replacement steering wheel.