Why is my Audi A2 dashboard constantly showing the check engine light and how can I fix it?

I have a 2002 Audi A2 and the check engine light has been on for a few weeks now. I have tried checking the gas cap, but that doesn't seem to be the issue. What could be causing this and what steps can I take to troubleshoot and potentially fix it?

The check engine light can indicate a variety of issues, from something as simple as a loose gas cap to a potentially more serious problem with the engine or emissions system. One potential solution is to have the vehicle's diagnostic system scanned to identify the specific issue causing the light to turn on.