A green up arrow in the display which only lights if you drive in "too low" a gear for quite a considerable time. Mine has only come on once in 1200 miles, when I was going up a gentle incline in 3rd for around 30 seconds; on upshift, the car managed 4th quite happily. The Fiesta has one but it lights up FAR more readily.
The shift light on a Vauxhall Corsa is a light that indicates whether or not you're driving in low gear. It is typically located right on the dash.
Red
A spanner
Under The Steering Wheel
Turn light switch clockwise
check your door contact
May depend on model, especially if an early model. My Corsa has two.
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