2000 Chevy Cavalier Dome, head & tail lights only- all

Since new, when this car starts, there is about a 3 second lag time before the radio & blower motor would come up to speed. Last week the car started normally, then after approx. 3 seconds it died, now only the dome, head & tail lights work, all other electrical are dead. Battery, fuses, check OK - I have heard of relays, but never replaced one. Does this sound like a problem a relay would cause? If so, where would it, (they) be located? - Any other ideas? Thanks, Ken