f-250 4WD out need help

2000 f-250. i was driving the ford in 2wd and switched it to 4wd and had NO problems the NEXT day i went out and tried to put it in 4wd and the 4wd light doesnt come on. it will not lock into 4wd either. i am wondering if anyone can help tell me what the problem might be or where to start? is this a problem i MIGHT be able to fix on my own?

Were do you start!

Super Duty or Light Duty?
Floor shifter or electronic?
Factory or Warn aftermarket lock outs?

Could be a lot of things like vacuum leak or faulty factory lock outs not engaging.

i think its a light duty truck.....an electronic switch on dash board.....i dunno bout the lock outs...how can i tell about the lock outs???