I recently replaced my brake pads at the shop and did an oil change about 3-4 weeks ago. The service light is coming on (yellow).
Is something wrong or am i missing something?

 

Time to get the manual out. The car will tell you what service is due, I think the sub-menu is 'check/info'. The is also a thread around here that will help you turn off the service reminder.

 

There are multiple countdowns in the onboard computer; oil change, front brakes, rear brakes, brake fluid, emission testing, and inspection, all of which should be reset after said component has been serviced.

If it's yellow that means that whatever is indicated is coming up on a countdown basis, not problem or wear basis.