When I put my keys in the ignition and turn them ( not starting engine) a few lights come on and go out but noticed the exhaust system light(yellow) is on it might always be there( never / looked or noticed it before) but goes off when I start the engine. What should I do? Thanks.

Do nothing if it goes out with the light / system check.

 

If it comes on and stays on any time, 'Go to a Official Repairer' and get ripped off having the issue diagnosed, maybe even the light put out.

Or if you have Skoda Assist call, get the Responder, and be sure they do not clear the fault code or if they do put on the Skoda System what it was.

As above... They are nick-named idiot lights in the good ol' U S of A and should only stay on if a fault is present. Going off after starting should be ok.