Steady check engine light problem

I bought a 1999 GMC Sierra 4*4 pu with a 4.8 liter V-8. I live in Wisconsin and I bought it from a couple that lived and used it in Colorado. I know that the truck was driven in the mountains where there is less air. Now that I drive it in Wisconsin is there maybe something that needs to be adjusted on the motor because of the air differences between the two states. When they drove it in Colorado the check engine light was'nt on and now it is all the time.