To see if it is the 4WD indicator light on the dash do the following:
1) push and hold the trip meter button
2) turn on the ignition while holding the button in
3) release the button and all of the lights on your dash should cycle (one at a time)
4) watch for the 4WD light
If your 4WD light works, the next step is to replace the 4WD switch on the transfer case.