Headlight Problem - 92 Grand Am SE

When I first turn on the headlights, the high beam lights will not work. The blue indicator on the dash comes on as if the brights are on, but the low beams turn off and the high beams do not come on. I switch back to low beams and drive for a few miles and then turn on the high beams, then they work. Any ideas as to where to begin to look? It's almost as if they have to "warm up" before they start working.

Maybe the bulbs have a fault in them or somthing? Maybe a fuse? My hazard lights do the same thing. the blinkers work fine. When i turn on the hazards only the right side blinks. If i turn them off then on they both work. Its weird, could be theres a fault in the 92 se elec. system.