Transmission fuse

no, if it is a check engine light have it scanned for codes it may be low on fluid so check it if you can.

No the fuse powers the transmission controller and internal parts, as well as a few parts of the 4X4 system. The indicator lamp is part of the same circuit as the dash lamps. If the light is out it is likely a bad bulb. If the trans fuse has blown you will need to determine why it blew.

The light indicator for reverse neutral and drive stays lit when I shut car off and kills the battery. the fuse panel inside by the driver's door I took out fuse and now the light is off. All other lights on the dashboard are fine. Do you think maybe this one is not connected to anything

It sounds like you have a short in the wiring. That fuse should only have power when the key is on. I suspect the trans controller or the instrument panel has an issue. The fuse is actually acting as a ground path for the PRNDL display that is getting power through one of those. The only real way to find out is to trace the circuit backwards until the power source is found.

The car drives and shifts no problems. Do you think I have to bring it to someone to track it down and is it expensive. I can deal without one tiny light

I would have it repaired. Price depends on what is the actual problem.