Newbie question ?

ok i'm a newbie with a 96 XJ, driving in 4wd full time, no idicator light for 4wd!, part time light works ok. So hoping it's the bulb or some small electrical detail, however if it isn't what are the other possibilities ?, and what checks should I carry out ?.

Well I would say it is merely a light bulb. If you have a floor jack, block the rear wheels (safety first) the jack up the front with the jeep in 4wd try and turn the wheels by hand. If they don't turn then it is engaging and most likely a bulb issue.