My catera wont go into gear when it is cold. Is this a safe gaurd?

That noise is the electric air pump the location is not in the engine compartment but in the front under the bumper this only operate for 1 minute on cold start the purpose is to warm up the catalytic convertor this is a emission device.If the car is already warmed up and you turn off the vehicle and restart it wont come on.Its only for cold start ups.

I have a indicator lamp with an exclamation mark which is tied to a Check Engine lamp. And upon purchase of car, there wasn't a manual. I have NO clue what that " ! " lamp means, but it's affecting the gear box of my automatic transmission.

Usually located on the transmission. There is also one for reverse lights.........Hope this helps.

best advice here is to use a dealer mechanic ,they would know ,so book it into the dealers

Pinion gear is out. You will have to have car towed to a reliable auto center, they will go through the system.
It may be quite expensive.

i have a a cadillac catera 1998. it goes in reverse and first gear but wont shift out of first gear.

The Catera is designed to heat the automatic transmission fluid when cold by extending the time the car stays in first gear. This is by design and not a defect.

have you checked transmission oil?
I am not familar with MINI's but it sounds like either your transmission oil is low or is too thick (cold weather could do that) that the computer is safe gaurding you for destroying your transmission or you computers messed up.

Recommendation: get the car to a shop ASAP before you do serious damage.

the locking solenoid could be sticking up or down due to the cold or could be going bad. if possible take off the door panel a watch the solenoid as you have someone operate the key and with the remote.

if the trans wont shift from first to second the problem is elect. shift control gear selector.