Just to be clear, by “all the time”, you mean the 3rd light is lit even when the key is out of the ignition switch? If so, it points to a failure of your brake light switch, as others have said.
If the faulty 3rd light comes on only when the key is in the ignition switch and it’s turned to the Accessory or Run position, it points to some weird fault in a wire bundle where the wire to the 3rd light is receiving power and ground from another circuit that is powered through the ignition switch.
Hopefully, the brake light switch is your problem. If the problem is due to some previous wiring modification, like splicing in a trailer light circuit, a car alarm or an aftermarket sound system, you’ll be in for a frustrating diagnostic session.