There is a black box in the engine compartment near your battery, on the passenger side near the firewall. It has an LED display with a button that you can depresses which causes a red light to come on. Press the button for 3 seconds (with the engine off and the ignition in the on position) and release. Count the number of flashes for the fault code. One blink indicates no codes present. Repeat the code retrieval by again depressing the button and count the blinks a second time. If you get the same number then there is only one code. If you get a different number of flashes, then you have more than one code. Keep repeating till all codes are read. This is indicated by the repeat of the first code received.
Here is a site which shows the fault codes and what they mean:
http://www.batauto.com/MB/
For what it's worth, there are two very common fault codes for our engine - #5 and #26.
If you are able to pull the codes, post what you get, and we might be able to help you. Both problems have relatively easy fixes.
And remember, the check engine light will illuminate only for faults that related to smog emissions issues.
There are other codes that are stored relating to other systems in your car that are stored in that box, but won't illuminate a check engine light.