Written warnings differ depending on what state or what jurisdiction you received it. If the warning is actually a citation with a penalty, such as a fine, involved then it will likely go on your driving record which your insurance company will check periodically.

Other written warnings are purely a reminder given to you of the violation, such as not having your lights on. This warning then might be kept within the law enforcement's files and not put on your driving record. To find out what type of warning you received contact your department of motor vehicles.

Either way the violation of not having your lights on would be considered minor and not likely to raise your rates. If your rates were raised your insurance company would need to inform you. Insurance companies are required to submit their rates to your state's insurance regulatory body.