I recently bought an 06 rx8. ive been poking around the engine bay and ive noticed that the coolant plug isnt plugged in...
is this a problem?

 

Are you talking about the coolant reservoir? Its possible the previous owner unplugged it if the sensor was beginning to fail. Leaving it unplugged will prevent the light from illuminating on the dash, but without the sensor you wont get a warning on your dash if the coolant tank is low. However even with all that said, it is good practice to check your coolant tank at every fill up.

Here is my fill-up checklist:
Oil level
Battery terminals/connections
Belts
Brake Fluid
Coolant
Washer fluid
Tire pressure

Enjoy your 8