There is a separate bulb in each dial to provide illumination.Grip the dial with pliers padded by cloth and pull,the dial will come free and the bulb(mini capless type) is in the end of the spindle,watch for the orientation of the spring clip over the end of the spindle when removing the bulb.
This is not the same problem as jhavron, your's is a bit more complicated and if it is the bulbs the instrument panel has to come out for access to the bulbs.First check that your instrument light dimmer is turned fully clockwise ;knurled stalk which sticks out through the instrument glass,there are two and I can't remember which one it is; if it is then it's the bulbs and it's a job for an auto electrician or an independant garage or from MB dealer,get a quote first if you go to them, could be scary.
If you feel like trying the job yourself, do a search for "instrument panel" on this forum as this has come up before.
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