Why is my change oil light come on then go off after I start driving?

Hello, it sounds like you may have an oil sludge problem, or an oil pump problem. This also may be a case of the oil being too thick because it is so cold. I'm guessing it does not come on unless the engine is warmed up?

Are you sure it's the oil change light and not to oil pressure light?

In any event this needs to be checked out by qualified personnel ASAP! .. You may have to leave the vehicle at the repair facility overnight so testing can be performed on COLD engine... It appears there may be such a repair facility just *Around The Corner* ...