When you start it up, the glow plug light should come on and extinguish after about 6 seconds?!?
If it then comes on randomly during driving then I expect the relay is faultly and is A putting the telltale light on, or B is actually putting the glows on again which could be caused by a bad connection making the relay think it's been cycled again but that would put the telltale on full brightness or C there is an electrical/earth issue behind the dash or in the loom powering the light
If you don't use your glow plugs you could just pull the harness off the relay in the engine bay and see if the problem disappears, if so then you know its a bad relay, you could also just run with it disconnected, if it was really cold and you needed it plug it in before starting. New ones are about £16.