You don't mention what make or model car you have, so I'll tell you about my car, instead.
When my check engine light comes on, it means the computer is adjusting things because a sensor is out of normal values. The light is just to let me know that, and that I should check my sensors to see where the problem lies.
On older cars, it used to mean that the battery was not charging, and was then truly a warning light.
What it means in your car, well, that all depends on what kind of car you have, and you didn't tell us that.