I have done this on my w126.. but you have a w123 i believe, so I am not sure how big of a difference this will be. Once you remove the console piece... the piece around the shifter and that holds your switches.. look for a cable that goes into your shifter. Once you find it, pull it out. on the end of the cable should be a bulb... replace this and put it back in to the shifter.
The bulb luminates the gears through fibers that spread the light.