Assuming you have the same light I do, little red car with a key in it)
it's the indicator light for the engine immobilizer and it flashes every 2
seconds whenever the key isn't in the ACC/ON positions to let you know it's working.
First one is free
second one will cost ya, (no) ... no just kidding, just read the manual
it'll tell ya a lot of neat things like that.
This indicator light starts flashing every 2
seconds when the ignition switch is turned
from the ON to the ACC position and the
immobilizer system is armed.
The light stops flashing when the ignition
switch is turned to the ON position with
the correct ignition key.
At this time, the immobilizer system is
disarmed and the light illuminates for
about 3 seconds and then goes out.
If the engine doesn't start with the correct
ignition key, and the security indicator
light keeps illuminating or flashing, the
system may have a malfunction. Consult
an Authorized Mazda Dealer.