I don't have much in the way of a comprehensive troubleshooting guide, so I'll just suggest the simple approach. Just try taking out the bulb in question from its socket and then reinsert it, that might scare away any little gremlins. Also, although you didn't mention it, if this is a replacement bulb for one that had burned out, it may be the wrong one. I had a situation in which I had a burned out one, went to AutoZone to get a replacement, they looked it up on their computerized database no less, found what they listed for my car... and it turned out to be the completely wrong bulb, which I discovered when the signalling started to go completely crazy on me, similar to your situation. Good luck.