Tail Light staying on until brake applied
 

What should i be looking at specifically. Once i lock the brakes, the tail light goes off.

If it is a Club Car you most likely have two switches on the brake pedal assembly.
The adjustment is a combination of adjustments between the two switches.
The concept is the brake light goes on when the pedal is pressed and when the hill brake is pressed into lock mode the contact is disconnected and the lights go off.
You are in for some tricky adjustments.