We've got a how-to on changing bulbs/pulling the cluster on 95+ trucks...
There's 6 main illumination bulbs.....while you've got the cluster out, you might as well replace all 6 with 194LL (long life) bulbs.
'Check Gage' illuminates when the tank is almost empty with approx 1.5-3 gallons left in the tank. It will also light up when oil pressure is off, temp is too hot, etc. I've never had it do anything but warn be about my gas gauge.
The 'dummy lights' like the 'check gage' lamp, use a #84 bulb i believe. Little tiny bastards. Your heater/AC controls use either a 194 or #84.