Check Engine is a self-diagnostic warning light activated by the computer. If it detects a component failure or a reading out of range (or over range for a certain time period) then it turns on the light to let you know to get it checked out.
There's a connector on RF fender with a cap on it, for reading the codes. This can be done manually or by connecting a dealer's diagnostic computer to it. Some codes are specific and point out a definite component failure. Many others are vague and could have many different causes. You should get the code read at some time and then schedule service appropriately. Many times the car will run fine, and even pass an emissions test with a Check engine code set. The code doesn't go away until the condition has been corrected and the code cleared.
Often it's a regular maintenance part, like an Oxygen sensor, that needs replacement.
Good luck with it.
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Rob Bareiss, New London CT ::: '87 244DL/M47- 225K, 88 744GLE- 209K, 91 244 183K. Also responsible for the care and feeding of: 88 745GLE, 229K, 88 244GL, 146K, 87 244DL, 235K, 88 245DL, 236K