well tbh it depens what it warns you.. but most of the time yes you shouldnt be.. friend of mine who was working at germany had this engine check light on her golf for like 3 months and she was driving like 180 km/h each day into her work with engine lights on.. before she left from the country back to finland she went to check it and it was just some trash on sensors etc.. same kind of error that i have atm..
and she had like 270k km on the speedometer so wasnt a new car atleast..
first time i saw the check light on my golf i tought it was because my left rear parking light was dead.. changed it and wondered wtf is wrong with this

..
oh and to edit: she had also oil light there blinking and she was like "wtf is this alladinlamp doin here", and kept going

..