hydraulic oil temp warning light

Hoping someone can help, i have a gehl 4835 and since i got it the left lowermost light has been on, manual says shut off everything when it comes on but previous owner said its always been on, the hydraulics work. From what im thinking i have no way of knowing if warning is on for real so its a good thing to fix this soon. Can anyone recommend steps to take such as parts or diagn? Ita my first ss. Would like it to come on only when needed. Thanks

hydraulic oil temp warning light