1999 Cadillac Deville won't shift into gear

Its hard to tell what you are saying. The car “must warm up” for what reason? Are you saying that there is some issue before it is warmed up? And if you just start it up and push the brake and shift does it shift? What exactly is the relevance of the dash message? It will shift before that message but won’t shift afterwards? I can’t tell.

And by not shift, I assume you mean that the gear selector won’t move out of park?

In any case, if one ignored cryptic messages about warming up and dash board messages, if the car won’t shift out of Park you need to check out the shift/brake interlock. When you push down the brake the brake light switch sends a signal to a little solenoid at the shifter. The little solenoid moves a blocking device out of the way so that you can shift. Its a safety mechanism so that you can’t put it in gear w/out having the brake on.

Start by checking the brake light switch. Do the brake lights come on when you hit the brakes?