When your check gauge light comes on, it is telling you that there is an issue with one of the gauges in your car. The first thing you should do is check the oil level and pressure. If the oil level is low, add more oil until it reaches the full line. If the oil pressure is low, check for leaks or a clogged filter.
If neither of those are the issue, then the next step is to check the battery voltage. If the voltage is low, charge or replace the battery. Finally, if all else fails, consult your car's manual or take it to a mechanic to have it diagnosed.