Many, many things can cause the check engine lamp to illuminate. To give you information that's reasonably specific to your problem, we'll need to know the trouble code. Check your receipts to see whether they list the trouble code (Pxxxx) where x represents a digit 0-9. If the trouble code isn't listed, go to your neighborhood AutoZone or AAMCO (or any other place that advertises they'll read the trouble code for free) and have them read the trouble code for you. Then report back here with the trouble code (the code number itself, not someone's interpretation of what it means).
Once we have that information, we can tell you what the code means and guide you as to what is the appropriate next step. Sometimes, we can offer a typical solution, and other times more diagnosis is needed to determine the specific cause of the issue.
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