I have a 02 maxima and when I go to first start the car and turn on the headlight the lights on the rpm gauge or off but the gas light and speedometer are on. It seems the colder it is this is when it really happens. Twenty minutes on the road it turns on. Don't get it, what could it be a fuse?

 

If it's coming and going, I doubt it's a fuse. Sounds more like a bad solder joint or a bad bulb or socket in the cluster. Either way, I would start by pulling the cluster to inspect and test, since it's just the one bulb and not the other illuminations lights.