The check engine light came on for the second time in my 7-month old MX-5. It was caused by a fuel filler cap that didn't seal tightly - even after "click-click-click-click" tightening.
Filler cap replaced under warranty by the local dealer. The service manager said they replace fuel filler caps for CX-7's RX-8's and MX-5's
-- occasionally they all come in with the same problem.