Turn signal my turn signal dosent stay on when i put it on

Start checking the relay, usually it is in the fuse box, is the one that you hear clicking when you tun on indicator.
Check also the fuse, just in case, it is broken and the filament is making contact the same.
Check the bulb, if bulb filament is gone it may still light on and go off, unfrequent but can happen.
Check the wiring to the indicator light.
Check the light switch, particularly if the switch in on the steem, wires into the stick instruments can easily have bad contact, in this case you need to take it apart to test wirings.