OP, yes...see if either your turn signal (you know what that is, right?)...or fog lights...are off. Check your low and high beam headlights both.
Some light isn't working.
It could, you know, just be the bulb has burned out...but City is right that the turn signal can fail just because the lower tab in the socket has been pushed down too far to hold bulb firmly. Pull it up a little from the bottom--disconnect it first though before playing around with it.
I'm so depressed. No one wants to come see me. :(
Mangofy your E46!