If the light only goes on when the car first starts there's no need to worry because it goes away once the brake pedal is pushed. It's not an indication of any problem as long as it goes away. If not this means a bulb failure so check to make sure all your lights work.
On a 2000 Mercury Cougar : That's your Anti-theft system status light
Low washer fluid
This symbol is your coolant level is low
I was looking at the 1999 Mercury Cougar Owner Guide and it does not show that it has a gas cap warning light
You need an oil change.
You are low on coolant.
On a 2000 Mercury Cougar : The OIL PRESSURE warning light is located on the right side of your gauge cluster just above the red " BRAKE " warning light It looks like an oil can Just before you start the car , when the ignition key is turned to the RUN position , the light should light up for a few seconds to prove that the bulb works
put your dam seat belt onIncorrect:The mentioned light is not the seat belt light, that is red. What you are seeing is the Airbag system light. It should come on when you start the car to show that the system is ready and waiting to save you life.
It means your engine coolant (i.e. antifreeze) is low.
it is located on the light a switch that says 12sec on and off
Very few cars have a low coolant light but will have a overheating light. You can be sure it will look like water or a thermometer. Why not just raise the hood and check the coolant level.
Blown fuse