I have a 2001 Ford F250 Powerstroke diesel and I keep seeing that there is a "door ajar" warning, but all the doors are shut properly and the interior lights still will not turn off. I have tried all the switches to turn them off and nothing happens. Can someone help me to troubleshoot the problem and possibly tell me how I can try to fix it, please?

All help appreciated, thank you.

Could be a bad door switch. Check there first.

Yeah, bad door switches very common of Fords. Try the method shown here

Interior lights stay on -- Ford (http://www.ricksfreeautorepairadvice.com/repair-topics/body-paint/ford-door-switches%E2%80%94a-known-problem)