Put it this way, if you had a problem with your oil pressure or
charging system, the "check gauges" light will come on and you'll know
there's a problem.

Search Google for "just_steve instrument panel".  Take a look at
http://www.explorerforum.com/forums/showthread.php?s=&threadid=37017 to get
an idea of the dash removal process. I'm pretty sure you have to pull the
instrument cluster out to get to the bulbs, although I have to admit I've
never tried just reaching up behind the cluster - but if memory serves I
don't think there's any way to get to the bulbs without disassembly. If I
was going to do it, and if it does require taking the whole cluster out, I'd
go ahead and replace all of them while I had it apart. I wish I'd done so
the last time I had the cluster out for a different problem.  Watch out for
the small rubber bumpers on the back of the dash panels - they tend to get
caught on the edges of the dash and pop off, falling into the darkness
inside.  If you've led a good life they might fall all the way down through
the dash and you'll find it on the floor... ;-)

Steve