A loose gas cap is a very common reason. Tighten your gas cap until it clicks a few times. remember to do this every time you buy gas. The "Check Engine" light should turn off, but it might take several trips or a couple of days to do so. Sometimes the "Check Engine" light is programmed to turn on after a certain amount of time or mileage, basically to get you to bring the car in for a checkup or servicing. Nothing is necessarily wrong, however. If the engine is still running fine, it is probably not a critical problem. Also check your temperature and oil pressure gauges if you have them. Make sure they are in the "green" (OK) zones.
