On some models, the brake pads come with a wire attached to a sensor, which triggers if the pads earth out. The indicator on the dash will then light, showing your pads have worn.
Lots of newer cars have these indicators, but personally I prefer to check the pads visually rather than counting on a sensor. And at least that way you can check the other components around the same area at the same time.
Either you have the sensor on your brakes (you should see some wiring coming from the front brake area). And the indicator is telling you that your brakes are worn at the front. Or the indicator is faulty, either because you don't have a brake sensor, or the sensor you have may be faulty.
I'd check all this out, and if you're satisfied that all is well, then remove the bulb.