Are you the original owner, or recently acquire the car? If original, or a problem that recently came on I'm not sure where to start. You do get one light when pushing at the top of the switch and two when pushing the bottom (1 = low power, 2 = high power), correct?
On my 560SEL the seats heater take a minute or so before heat is felt, then the heat builds until toasty warm. Maybe you aren't waiting long enough before deciding the heater isn't working.
'73 280SEL 4.5 (9/72)- RIP
Only 8,173 units built from 5/71 thru 11/72
'02 CLK320 Cabriolet - wifey's mid-life crisis
2012 VW Jetta Sportwagon TDI...at least its a diesel
Non illegitemae carborundum.