I see. So it is an intermittant problem. In my case, the lights in the climate control stay out all the the time. The reason: all the bulbs are shot.
I had a case where the glove compartment light didn't work. That was a wire loose at the cigar lighter illumination jack. The hot wire (well, hot when the ignition key is on) "leapfrogs" from there to the glove compartment - and had come loose.
Most of my little electrical problems were more easily solved with the use of the electrical troubleshooting manual that comes on the CDROM.
Seems like you might have a loose wire in the console.