I have a 2005.5 A4 2.0 and the check engine light will go on after I start it and then after a few start ups it will go off, e runs fine with the light on. I was thinking it may be an O2 sensor or perhaps I need to replace the gas cap, any one else have this same issue?

 

You can't really say what it was unless you scan the car and see what codes it is/was. Don't guess at what the problem could be find out then correct it.