Hi, Lexi. Welcome to the forum, please click the User CP link and complete your user profile re: vehicle and location as that information is useful.
Your car is a W203 and there is a specific forum for it on BenzWorld: W203 C-Class - Benzworld.org - Mercedes Benz Discussion Forum
You're more likely to get meaningful help for things particular to your car if you post there instead of this general forum.
That said, I'll agree with the others, don't go to a quicky lube place (not only is there a special filter needed, but also SPECIAL synthetic oil, not just any synthetic). Many dealers offer oil change specials, but these cars are not Fords and you can't just change the oil sometimes and then ignore them. If you don't do some of these things yourself (Services A, B and C as appropriate to your car, they come up every 10,000 miles or so) you will quickly go broke unless you only drive 10K a year or less.
Your check engine light could be for any one of a hundred reasons, perhaps more. If you run regular gas, for example, that can trigger misfire codes, there are sensors everywhere on the car, when one goes out of range enough (or long enough) you get the check engine light. You can go to autozone and they'll read the codes for you, don't take their diagnosis, post them in the 203 forum or look at the list in the W210 forum Sticky. That will give you some guidance as you find a place to take it. If you have any DIY tendencies there are lots of folks who will give you pointers, etc.
Take care and enjoy the ride,