Is your coolant leaking out? Does the rear heat exchanger get hot? Did you fill the coolant at the filler neck?
Remove the pressure cap on the filler neck and reach down to the coolant hose that goes from the water pump to the front heat exchanger and squeeze the hose. Watch the coolant level at the filler neck while squeezing the hose and watch for air burping out. Add properly mixed coolant to bring the level up in the filler neck after each time you burp any air out of the system. There should be no reason for air to get into the system if you did not drain the coolant down for an engine rebuild. Make sure the rear heat exchanger gets hot before riding the sled, this is the best way to check if the sled is warmed up enough to ride. If the coolant is circulating properly the rear heat exchanger will get hot.
If the coolant level is good and the temp light still comes on, then look to the wire connection to the coolant sensor. Mine comes loose every now and then and a loose connection will make the light come on even if the cooling system is working fine. Teh wire on #14 in the diagram.