I have a 1996 Subaru Impreza Outback. A few days ago (in cold weather) it shuddered for a few seconds, then the Check Engine light came on. I can’t remember if I had the accelerator depressed.
The same thing happened a couple of years ago in hot weather, but I can’t remember what was wrong. Anyone know what might cause this? Pleeeez tell me it’s inexpensive to fix 
From this distance, nobody can give you an accurate diagnosis.
However, since the Check Engine Light came on, that means that a trouble code (or codes) was recorded by the car’s OBD system. Getting the code(s) is the first step toward diagnosis.
Take the car to Auto Zone, Advance Auto, O’Reilly, or another auto parts retailer in your area to have the car’s OBD system scanned for trouble codes. Then, come back to this thread to post the code(s), and one or more forum members will help you to interpret them.
Incidentally, if the car is not totally up to date with maintenance, that is a likely cause of the problem.
Great advice, thanks! Unfortunately (?) the Check Engine light has gone off now. However, when/if it comes back on, I’ll know what to do!