I believe it's for the o2 sensor, it's a 20amp fuse and it sits loosely in the fuse box. Is there some way to make it have a tighter fit without having to replace the whole fuse box. It's the one under the hood. Also, the check engine light is on as soon as I start the jeep.
First you have to determine if the fuse is loose in the terminal or the terminal is loose in the fuse box. It is common for the terminals to be loose in the fuse box. What is important is it grips the fuse terminal tightly. If that's where it is loose you can usually go alongside it with a thin metal pick to push the side together. The less-desirable way to make an emergency repair is to twist the terminal on the fuse a little. That's less desirable because if the fuse blows and has to be replaced in the future, you may not know or remember that was done so you'll have that loose connection problem again. Doing that will also spread the fuse box terminal some more.
The only terminals I have ever had to completely replace were those where my students were doing learning exercises on the same donated vehicles year after year. Sometimes they poked in them too hard to take voltage readings and the meter probe spread them until they made poor contact with the fuse.
In the worst case you can take the fuse box apart and and remove one terminal or a group that are riveted together, then replace the bad one or squeeze it tighter.