4wd light or the 4x4 indicator?
If you have the actual 4wd light on there is something wrong in the drivetrain or transfercase. If it doesnt turn off after restarting vehicle its more then a commuication problem.
I would get the ABS and transfer case system checked for stored codes as well as check for stored engine codes. If a problem is detected in the engine management, the ECM can disable the traction control and 4x4 systems, so they can be related to one issue.