I have a 1994 E320. My "check engine" light comes on about
once or twice a month.
Josh gave you good advice on reading out the cause of the light.
After doing this quite a few times, I just routinely:
(1) check the oil dipstick to see if I'm low,
(2) reseat the gas cap,
(3) reset the "check engine" light to off,
then start up the car. The light has always stayed off a while.
So far the gas cap has been the problem every time. Always be
sure to really snug it down every time the tank is filled - even
a fraction of a millimeter short will light up the check engine
error light on my car.