Warning Lights

Dash warning lights are there to inform the driver of vehicle conditions and operations.
Blue, white, and green colored lights tell you that something is on or functioning, examples:
Blue headlight - high beams are on
Blue thermostat (Beetle) - coolant temperature is low, goes out when warm
Flashing green left and/or right pointing arrow - left turn, right turn or flashers
White arrow pointing at person in seat - indicates where the air blowing

Yellow solid lights are telling the driver something needs to be taken care of:
Fuel pump - fuel is low time to stop at a fueling station
EPC light - needs to be taken in, but normally the vehicle can operate for a short amount of time
Engine or check engine - same as above
Brake pad warning - time to replace front or rear brakes
Glow plug light (diesel) - glow plugs are warming up

Yellow flashing lights, something needs attention now:
Engine or check engine - pull over as soon as safe, have vehicle towed into shop
Thermostat - may need coolant, if coolant full have towed into shop (caution - coolant under pressure do not open coolant bottle when vehicle is hot)
Glow plug light (diesel) - have vehicle towed in
Traction control light/ESP - Vehicle may have lost traction, light will go out once traction is restored.

Red warning/indicator lights, something needs to be done before driving:
Brake light - release the brake before driving
Thermostat - overheat condition, do not drive. Tow to shop if not resolved.

Flashing red light urgent/emergency:
Brake light - do not drive, brakes failure possible

These are just some examples. There are too many to go through them all but we hope this gives you an idea.