You can download a copy of the owner's manual for your Hyundai Santa Fe at the following link: https://www.hyundaiusa.com/myhyundai
Chapter 1, Page 6 of the owner's manual explains all the dash lights, and what problems they indicate. Chapter 4, page 40 provides a diagram of your instrument cluster and may provide additional information about the light you are seeing.
If the light is not on the instrument panel, but is located on the dash, close to the windshield, you might be seeing the light that indicates the security system is armed. If that is the case, you should probably only be seeing this light blinking when the car is off and you have removed the key from the ignition. More information about this light can be found here: http://forums.edmunds.com/discussion/5791/hyundai/sonata/hyundai-sonata-security-system-questions
For additional assistance, please find an AskPatty Certified Repair Shop at http://www.askpatty.com/search/?type=all&m=30&q=&keyword= and they can help you diagnose and repair the problem.