It sounds funny, but a loose accessory belt will cause this too. Wife recently went through deep water too fast, and the "check guages" light came on, along with a squeel from under the hood. It went out in a few seconds, so I assume that the belt got wet, slipped/squeeled and basically stopped turning for a few seconds, causing the alternator to stop charging, setting off the "check guages" light.
Just for laughs, check your accessory drive belt for wear and slippage. When starting in cold/wet weather, an old/loose belt will set this off until it warms up/dries out.