First and foremost, the light is an indication of water in your filter - not leaks or issues other than that.
Diesel can absorb up to 5% by volume of water, this reduces the colder it gets - usually this will pass clean through the system without any harm. Once the diesel has absorbed what it can it will start to settle out which can cause issues. So I'd take the message and assume it is correct for now.
Water in the fuel is usually caused by condensation in storage and vehicle tanks - a bit of water inevitably ends up in fuel when you consider all the transferring about that goes on. This time of the year is worst for water due to condensation cycles.
If the light came on it is more than likely that it detected enough water to set it off - or the switch is knackered, however, it was cold this morning, iced up water in fuel can cause issues in filters.
I'd use the drain on the bottom of the filter and drain off about 4 tablespoons off after it has sat for some time (so water diesel is well separated out).
Then see what happens over the next few days.
Keep fuel tanks topped right up in the winter.