I have a '99 Discovery I. I recently had problems with my headlights where they would dim or one wouldn't come on, or one would be on bright all the time, etc. When this situation occurs, the high beam indicator (blue) on the dashboard would come on slightly to inform me there was an issue. I replaced the sockets and bulbs in both headlights. They now seem to be working fine, but that dash headlight warning light (high beam indicator) still illuminates slightly. I checked all the fuses, and they're all fine. Why is this light still coming on on the dash? Thanks!

 

That is not a warning light, that is the high beam indicator.
If it is coming on even when your high beams are not on there is a electrical problem.

 

When the high beams are on, the blue light displays brightly. When they're not on, it still illuminates, but you can BARELY see that it's on. Perhaps a short?

 

Perhaps your turn signal/head light stick is faulty? Its a VERY common problem on D1's and a VERY easy fix. You can swap them out in about 15 minutes.

 

Perhaps you shouldthrow some electrical tape over the indicator light and forget all about it.