1997 Chevy Blazer Dashboard lights not coming on when key I

Vehicle runs great when running. What happens is sometimes when trying to start up no red lights appear on dash hence no power to fuel pump. Interior lights, radio, headlights all have power. I have to play with the ignition key turning it on/off and the dash lights come on eventually then vehicle starts up and runs with no problems. I was told it could be the ignition switch inside the steering column. Not sure where to check next.