Non-mechanic. HELP!

Okay take it easy on me. I don't know the first thing about mechanics but I'm willing to learn!
I have a 1997 GMC Sierra 4x4. Well that 4x4 was up until a few days ago. It was about -5 outside, I let the truck warm up for maybe 5 or six minutes them tried to put it in 4HI. The light blinked for like 10 secs then went back to 2-wheel drive. I tried it again, same thing. But it will engage to 4LO. Now since I have had my truck (2001) I have never had a tune up or had the gear fluid checked or anything that should have been done. Is there anything I can do before I take it to some high-priced mechanic and he rips me off cause I'm a chic? Maybe it was too cold and I didn't let it warm up enough before trying to put it in 4HI?
Thanks for your help, I promise to take better care of her!

Try putting the truck in gear and rolling a few feet then clicking 4 hi. If that does not work, try it with the truck rolling. Mine does the same thing occasionall in park.

My wife has a 97 jimmy -- same thing happens-- change the fuse and it should be just fine-- the light blinks 3 or 4 times then goes back to 2 wd-- try it-- it should work.

Make sure u put it in neutral before puttin it in 4 hi or 4 lo

no need to put it in neutral, the newer trucks (I drive a 97 also) can be shifted on the "fly". As long as you are going less than 45 mph (if the roads required 4 Hi then I hope you are) and your wheels are all spinning at the same speed, you can shift into 4 hi