quite an easy one to check and resolve usually.
if you've got a multimeter, you can diagnose a faulty glow plug with the resistance (ohms) setting - I just put one probe in a metal screw hole, and then touch the other end on the exposed end/metal part of the glow plug. alternatively, I guess you could disconnect the cables at the relay box (at the back of the engine, centrally under the windscreen on my 147) and test the ends, and trace it back to the relevant glow plugs going off the cable colour.
I've had 2 go, the first one gave a large reading, the other gave no reading, whereas healthy plugs sit at about 0.1 or 0.2ohms.
Think there's guidance on this forum for testing and for changing a glow plug on jtd engines. changing is simple, in my case, just pull off the connector and use a 9mm rachet socket to take off the old and put the new one in. As they're potentially 8years old, check some previous guides on here for advise on if they are in stiff, as you don't want to snap it/shear it. (someone suggested driving round the block to warm them up, may make them easier to remove).
I bought brand new NGK glow plugs on ebay for £9 inc postage, off this chap http://www.ebay.co.uk/itm/1x-NGK-GLO...d=318057487809
but please check this is right for your model, mine is a 147 JTD 16V - you can email the seller with your VIN and he can confirm suitability.
my glow plug warning went after 3 re-starts of the engine, others have said that you can only reset the warning using a diag tool or taking it to a dealer/alfa garage