Any warning light that appears should be addressed. Reason being they can be MOT failures, such as: ABS, Engine Management, SRS, EPS, Air bag Warning etc. Although you may feel the vehicle is still running the same as before, you may not realise and underlying fault could be causing harm to the environment, its performance, safety and longevity of related components. For example an O2 sensor may not feel any different to how you car usually runs. But it will be releasing noxious fumes which will fail the MOT gas test. Also it can deteriorate the catalytic convertor which is very expensive to replace.