My 2005 Jetta's "Check Engine" and "Emissions" lights came on?

The system has detected a malfunction somewhere in the emissions system. The most common sensor to fail is the O2 sensor. It's on the exhaust system. But there is no way to tell if that is the case. You need your cars computer scanned for the error code. Many auto stores will do that for free like Auto Zone. A bad sensor can reduce your fuel economy and make the engine run a bit rough. Good luck!