Lincoln Continental gearbox warning light came on, what should I check first?

Yesterday morning I started my 2018 Lincoln Continental and a yellow message popped up on the dashboard about a transmission fault. My heart sank a little. The car still moved, but it felt stuck in a low gear and the engine sounded louder than normal, even at slow speed. I turned the car off and on again, and the message went away, so I drove to work carefully. On the way home it came back for a minute, then disappeared again. My wife thinks it may be a sensor having a bad day. My brother says I should keep driving and see what happens. My neighbor has an old MKZ and he told me a warning like this should never be ignored, because the car may be protecting itself. I did not know who to believe, so one night I read about it online. I opened a page about Lincoln cars on a Sharjah website to learn how the gearbox, the oil and the computer work together. It said a warning like this can come from something small, like a sensor or low oil, but it can also be an early sign of a bigger problem, and that a scan is the best first step. That made me feel calmer. Then a coworker told me to look for an Expert Lincoln automatic transmission specialist in Sharjah and ask them to show me the fault codes on paper. He said a good place will explain the problem in easy words and will not rush me into a big repair. I liked that advice because some garages only clear the warning and send you away. So I have some questions. Is it safe to keep driving for a few days with this warning, or should I park the car now? Is it better to check the oil level first, or leave everything to the workshop? Should I ask for a printed copy of the codes so I can compare quotes? And about how long does a first check take, and what is a fair price? If you had the same warning on your Continental, MKZ or another Lincoln, please tell me what it was and about how much you paid. Thanks a lot.