BMW R100GSPD alternator lamp comes on early.
 

Nov 1994 model, 150 000 kms. Never had any work done to the electricals (so I am worried that they might soon be due). Up until now the alternator lamp came on at just below idle revs, 800rpm. Now it comes on at 1500rpm, and does not go out until 2000rpm. Battery is 2yo and seems good. Bike starts easy. Voltage increases with revs. Is this new development something to worry about? For the record I blew a rear tail light at the same time this happened.

Not really since it does work, but it still is a good idea to check connections for oxidation and the coals for wear. When the coals are worn this may happen and also when the ground-connections have be oxidized.
Lubricate all the connections, and "isolate" them with grease or cupper paste against water/moist.

coal = brushes

Check the brushes that run on the alternator rotor.

Another check -
The earth (ground) lead from the diode board .. think this model had those rubber vibration isolators mounting the didode board .. and the ground lead fractures with the vibration..

After that I'd check the diodes ..

Think Mr lindberg'd 'coals' are steptoes' (and my) brushes .. at 150000km they'd be worn .. get replacments and even if tehy are ok now you'll need them soonish.

The tail light is probably unrelated .. fingers crossed .. the battery voltage does not rise over 14.5 volts does it ..?

What did the bike do before??
A few things. The R100 should be idling at about 1050-1100 RPM. At 800 RPM your motor could be starving for oil, especially at its age. The charging light should be on when you turn on the ignition and remain on during idle and turning off at some point before 2000 RPM. Are you saying the light does not come on when the bike is idling, then turns on as you slowly accelerates and finally turns off when it should? Also, are you able to test the input to the battery like Frank sugested?