Ok. Took it out today. Outside temp in the low 30s. Temp gauge says 30 degrees. This problem only happens when it's cold.
Did the on board diagnostics. It gave me a P0404 & P2181 code. Earlier this year I replaced the thermostats and coolant temp sensor. Now the stat did seem to fit kinda funny so I may try changing that again. And I'll check all the connection points.
After turning the engine off and cycling the key for the codes. Started it up. No ETC light and temp is going up. Inside temp is getting warm.
Any thoughts?

 

So here's the verdict. Finally got a chance to change the thermostat again. I used a fail safe style the last time which was less than a year ago, or so it would seem. Replaced it and it seemed to solve the problem. It's weird that a malfunctioning stat would cause that other light to come on. But it hasn't come back since it's been changed