Why my Check Engine light comes on?

All modern vehicles have a computer or ECM (Electronic Control Module) that controls the engine operation. The main purpose of this is to keep the engine running at top efficiency with the lowest possible emissions. With today's strictest emission regulations it's not very easy to achieve - the engine needs to be constantly and precisely adjusted according to various conditions such as speed, load, engine temperature, gasoline quality, ambient air temperature, road conditions, etc.
 

How it works:
There is number of sensors that provide the ECM with all necessary inputs such as the engine temperature, ambient temperature, vehicle speed, load, etc. According to these inputs, the ECM makes initial adjustments adding or subtracting fuel, advancing or retarding the ignition timing, increasing or decreasing idle speed, etc.
There is a primary (upstream) oxygen sensor installed in the exhaust before catalytic converter that monitors the quality of combustion in the cylinders. Based on the feedback from this oxygen sensor the ECM makes fine adjustment to the air-fuel mixture to further reduce emissions.
There is another, secondary (downstream) oxygen sensor installed after catalytic converter in the exhaust that monitors catalytic converter's efficiency.
Besides, there are few additional emission control related vehicle systems. For example, there is an Evaporative system (EVAP), designed to prevent gasoline vapors from the gas tank from being released into the atmosphere. It also contains number of sensors and actuators controlled by the ECM.
The ECM has self-diagnostic capability and constantly tests operation of sensors and other components. When any of the sensor signals is missing or out of normal range, the ECM sets a fault and illuminates the "Check Engine" or "Service Engine Soon" light also called MIL (Malfunction Indication Light) storing the corresponding Diagnostic Trouble Code (DTC) in the ECM memory.
The same will happen if a mechanical component of controlled system fails. For example, if the EGR valve fails, this will also cause the "check engine" light to come on. Even a loose gas cap will cause the "check engine" to come on.
The stored trouble code can be retrieved with the special scan tool by the technician. The code itself does not tell exactly what part to replace, it only gives a direction where to look for - the technician has to perform certain tests specific for each code to find the exact cause of the problem

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