Glow plug light doesn’t turn off

[Gillifish01]

Hello! I am new to the group.
I just bought a new project car, a 1980 300SD. I had an 87 300D for a few years but didn't have the time or money to keep up with it.
I've always had an interest in fixing things myself, and am trying to start from square one.
So here's my problem:

when I got the car the glow plug light stayed on until I turned the key, then ran fine. After I got it home, (I bought it after it had been sitting for a few months) I went to start it up again and the glow plug light didn't turn off after the engine started.
Now, I've looked at the relay box and couldn't get inside but it looks very new, fuse looks good, and I cleaned the connector things (I am terrible with terminology).
It does make a new clanking noise when running as well, so the idle sounds off. Glow plugs are fairly new and I don't see anything wrong with the fuse in relay box or general fuses. A little help would be much appreciated or a suggestion of how to tell if the relay box is working properly.
Thanks! 

[Alec300SD]

Glow plug light stays on, one or more glow plugs are out.

Check the resistance of each glow plug.
The ones with high resistance are likely faulty.

Ream the glow plug holes when they are out to remove the cabon.
Uses anti-sieze on the threads when reinstalling the new/used glow plugs.
Go with the BOSCH glow plugs.

With the door ajar, the interior light will dim when you activate the glow plug relay, and then brighten back up  when the relay times out.

[Gillifish01]

Awesome! Thank you, I was hoping it wasn't a glow plug but that's better than buying a new relay box.... will definitely give that a go! Thank you for the tips!

[rumb]

If you haven't already I understand the first step on a diesel is to adjust the valves.