the OD light on permantly means that there's a fault code logged with the gearbox controller
The quickest route to repair is to have the car plugged into a diagnostic machine which will read off the fault code stored in the ECU (providing the light is still on at this point) and indicate which sensor has failed or whether the fault is more serious.
You can do a very rough and ready check yourself by unplugging sensors one at a time and seeing if any of them change the driving condition which would indicate the most recently unplugged sensor is the faulty one. This method is not foolproof though and reading a fault code off is the better method.
You can also try resetting the car by removing both battery leads and clamping them together for 10 mins as this will reset everything so if the light re-appears then the fault is still there.
Disconnect the battery cables and clamp them together for 10 mins. Remove both battery leads from the battery then use a nut and bolt or G-clamp to hold both battery lead terminals together.
This discharges any capacitors / memory within the ECU and around the car so ensures all memory settings are wiped clear - back to the factory default.
This will reset all the systems on the car and you may need the radio security code to get it going again, and ensure that the keys are in your hand when you re-connect the battery as the car may lock and turn on the alarm