Why would my check engine light come on in my 2015 Jeep Compass?

There are literally thousands of trouble codes your system may have set. If you don't have a scanner, drop by your favorite auto parts store. Most of them will scan your vehicle and tell you what trouble codes are set. As @Chris said, knowing that code is kind of important to figuring out the problem.
 
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Well first you need to scan it with an OBDII scanner and tell us the code, then we can give you ideas.
The code was P000A once, then three times P000B. The guy at the auto parts store said I need to replace the oil control valve but he doesn't know Weather it's incoming or outgoing. Then the very next day I filled up my gas tank and the check Engine light was not on, but the next day after that it came back on.