Well if the scraping sound was not there before, I would have the dealer check their work.
The brake wear sensor will be intermittent. Sometimes only when backing and braking, sometimes only in parking situations. Sounds like your pads are due. When the light first comes on, you still have plenty of pad wear left. Just pull your wheel off and take a look. The first tool you can get is a nice torque wrench!Follow the sensor wire into the pad and it will be obvious. The early warning just gives you time to get all your ducks in a row if you want to do them yourself. You need the parts, the tools and a little reading material.
Sounds like you are at the same crossroads I was at earlier this year. My DIY car repair experience was zero when I bought my 1991 300CE a little over a year ago.
You can either take your car in each time or you can try and do a lot of the easy stuff yourself. I changed the front brakes for about $150. That's nice new Balo rotors, Pagid pads, sensors and I repacked the front bearings also. That is probably over $500 at the dealer. Just changed the drag link the other day for $48. Indie wanted $115, dealer probably $150.
It is not entirely about the money as your time is worth something and tools are not cheap either. A lot of it is the satisfaction of learning something new and overcoming obstacles.