You must have gone for the ambient lighting kit. The blue light is in the footwells and there's another little LED in the overhead light in the front that is indeed supposed to light up the gear stick. It should only come on when the headlights are on (I thought mine hadn't been fitted til somebody on this forum told me that

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I think it was me who told you this; but...I do NOT have the ambient lighting kit; and I don't have the blue lights in the footwell, I do have that LED though. Can someone confirm if everyone has that or something slightly odd has happened with mine?