What does 3 flashing red lights mean on a Sony KDF-E60A20?

If you mean the thermal fuse, the set should have a red blink code of 5 blinks. The thermal fuse is way inside on the frame of the lamp housing but can be tested with rear cover removed.

If you have one bad the red blinking light will have to display some code.

Timer/Standby lights flashing?
You may want to look here first:
http://esupport.sony.com/US/perl/model-home.pl?mdl=KDFE60A20

See: Help with common TV troubleshooting items

Hi,
I can help you to solve your Sony KDF-E60A20 tv problem.
Does tv turn back on itself OR standby light start flashing?
If standby light flashing, please count how many times it flashing after three seconds long pause and let me know to diagnose problem.
Thanks.

I do know it is important to know how many times the red light blinks.

http://www.sonya20tvclassaction.com/main/home.sfx MAKE SONY PAY FOR IT HERE.

It may be the ballast....

My Sony lost its picture and had a flashing light. Unplugging for 36 hours solved the problem.

MINE DID THAT AND IT WAS THE THERMOSTAT FOR THE BULB

Yes, it's your thermal switch, had this problem and changed the bulb, no help. Got it checked by tv repair and they changed the switch.

My TV KDF-E60A20 is now Fixed. My tv was overheated and Thermal Fuse Located bottom of the lamp burned. I replaced a different Thermal fuse part from 191000644 to 191002393
at www.partstore.com
search for part number. thank you for the review it's help me a lot
thank again