How to change indicator light?

There's a rather vague instruction in your owners manual (page 195 of the USA version). Simply remove the screw on the INSIDE of the clutch/front brake lever guard using a #1 Phillips screwdriver, tilt the lens out to expose the bulb, pop in a new bulb, verify it operates properly, tilt the lens back into place and re-install the screw, being very careful to not over tighten. Should take you about 5 minutes.

Pull your indicator out and check that the contacts aren't touching. I put tape over mine. I think there is another thread on here somewhere about this. Good luck.

Hmmm...maybe it wasn't seated in the socket properly, resulting in a poor ground?

That assembly is really cheap and fragile, Ducati should be ashamed of it. I can understand the forks, but this....

On top of that, it would cost nearly as much to fix them (with Ducati Performance handguards) as my fork work cost...