Doesn't sound like anything is wrong. If the thermal light is on before you have the ground hooked up then the amp is probably getting a small amount of electrical ground from the shielding on the RCAs or its mounting to the chassis of the vehicle allowing the amp to "barely turn on" (not enough ground). I can imagine this would make the amp think something is wrong (ie: thermal light) . May I suggest that you do not try to turn any amplifier on without ALL appropriate wires connected correctly.

A friend gave me a amp and when i hooked it up the power light and the thermal light is any idea what that can be