sounds fascetious, but what colour is the warning light ?
generally:
yellow/amber would be from the brake pad wear indicators, and is triggered by a metal wire embedded in the pad friction material grounding on the brake disk when the friction material is worn down enough. Can also be caused by a wire chafing and then grounding down part way along its length. Easy to check by disconnecting the wear indicator wire at the brake pad end, will be on a plug and socket arrangement to allow you to change the pads.
If the light was red, it could be handbrake on warning light (if it's on when handbrakes off, check operation of switch). Other warning on same light is for brake fluid level, driven by a little plunger on top of the brake fluid cylinder, so check brake fluid level.
hope this helps