The odds are it IS the relay behind the pull flasher knob. First, clean and rotate all the fuses, second, check to ensure you have the correct wattage bulbs in the lights, third, when you pull the console make sure you have a good ground/earth connection. This will be the eyelet leading to the left side dash brace. The ground is usually about 75% of all the "phantom" electrical problems dash/console wise.

Most of the time a good cleaning with a contact cleaner will solve the problem but sometimes you have to open the relay up to clean the gunk. Go gently in the night here. 40 year old circuit boards are fragile.

As an aside, you probably have a 4 speed automatic. 1st gear is not usually engaged. To double check, start out with the shifter all the way back and shift up through the gears.