New to you car? I'm assuming you are not the original owner.

Potentially an exhaust system leak. If so, it could be dangerous with exhaust fumes leaking into the car.

If it's coming on right when the car starts up, it might be the engine cooling fan, not the turbocharger. This can happen sometimes when the engine coolant temperature sensor is malfunctioning or disconnected, the computer will kick the fan in all the time to compensate.

I think this needs a little clarification. Is it the cooling fan that runs full speed all the time and your car has a turbo or is it something with the turbo?