G'day, maciek, and welcome to the forum! As well as the world of MBZ enjoyment!
The CEL (check engine light) comes on only for certain things. Errors are often thrown off by various sensors and stored as codes and if they're either serious enough or repeat often enough the CEL will be turned on. As the system updates through start and stop cycles, should the sensor be back in range then the CEL will be turned off. The only way to be sure of the issue is to get to a shop with an OBD-II meter and have them download the codes (or buy one, they're not horribly expensive, $100 will get you a decent one here, but if you buy one make sure the type you get also permits you to clear codes, not just read them). Codes are stored even if the CEL is not on, so you'll be able to see what's going on.
Without knowing the codes it would just be guessing. That said, to my knowledge the two most common CEL illuminators -- particularly when it's an intermittent light that comes and goes and doesn't affect driveability -- are the gas cap mis-seal and the mass airflow sensor. For the age of your car you're right in place for an MAF code, but they can be cleaned in lots of cases so you don't have to lay out the cash for one. If that's what it turns out to be we can help you with instructions on how to clean it. If you're handy you won't have any problems at all.
Any decent shop should have an OBD-II meter (even down under, it's a standard for most cars) so you don't have to go to the dealer or even one familiar with MBZ cars. Even if all they can give you is the code, that's fine, you can plug most codes into Google and find out what they mean. That's probably where I'd start; no reason to keep worrying and guessing.
If you go to a shop where they are not familiar with the 210, the OBD-II port is located on the lower dash; just kind of run your hand along the lower dash down towards your feet tracing a line a little inside of the headlight switch. You'll feel an indentation and there is a little hinged cover that pops open and can be snapped shut. It's only about two inches wide, maybe 3/4 inch deep.
Post back up and throw us some pictures when you get a chance.
Good luck and enjoy the ride,
Greg
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