I got my jeep a while ago and am not sure if the things I'm finding are normal for jeeps or if there is a problem attached to what I am noticing

First of all, if the windows are rolled up and I try to roll them up anyway, the headlights will slightly dim.

I can answer on the window roll up issue. It's not really an issue, but basically you are straining the electrical system by forcing a motor that is unable to push any further. This creates a higher than normal current draw from the battery, which results in a drop in voltage. Thus your headlights will dim. This is common on most cars.

 

a look in your owners manual will tell you what the dash lights mean.

7. Airbag Warning Light
This light will turn on for four to eight seconds
as a bulb check when the ignition switch is first
turned ON. If the light is either not on during
starting, stays on, or turns on while driving,
then have the system inspected at an authorized dealer as
soon as possible. Refer to “Occupant Restraints” in
“Things To Know Before Starting Your Vehicle” for
further information.


Typically if it is on, and it says on, there is a fault with the air bag, usually meaning it was deployed at some point. (accident) and not reset.

 

Typically if it is on, and it says on, there is a fault with the air bag, usually meaning it was deployed at some point. (accident) and not reset.

I don't think I'd say "usually meaning deployed". The light simply indicates a fault was detected with the airbag system. Most common cause is the clock spring under the steering well. It's essentially a wound coil of wires that transition connection from the stationary steering column to the spin-able steering wheel. The wires provide connections to the air bag, horn circuit, cruise controls, etc. Since these wires flex every time the wheel is spun, you can have one or more break internally and lose continuity.

More info: http://www.airbagcenter.com/airbag_clockspring.aspx