The light indicates that the OnBoard Diagnostics (OBDII) have detected a fault. You need to hook up a code reader (a basic one is $35.00 to $100.00) to the vehicle (connector is on the driver's side under the dash). If you do not have a code reader some auto parts stores (e.g. Checker) will read the code for free. Once you know what fault is being indicated then you can diagnose the problem.
Make haste getting this code read. Most times a check engine light is something minor. But, sometimes it is warning you of a pending catastrophic failure. Don't clear the codes before you have them read as something vital might be amiss.
AutoZone will read codes for free. My '98 Frontier had light on, AutoZone code reader said "EGR", and I traced it to a hidden 2 inch vacuum hose above the EGR valve. So codes can "help" find the source, but must be used wisely, like an oxygen sensor failure might be due to something else causing fuel mixture, not the O2 sensor itself.