low oil warning lamp in dash

I was reading in the owners manual on 91 190E. It says that the light should illuminate in the no. 2 position on the ignition switch. It should then extinguish after the engine starts. This is if it has the correct amount of oil in the engine. Mine doesn't work or come on in the no. 2 position. My question is what might be the issue here or where would I want to check first? All the other warning lamps seem to work the way they should.