You should immediately:
* Pull over safely to the side of the road. Do not continue driving until you've investigated.
* Check all your gauges: Pay close attention to the oil pressure, engine temperature, charging system (battery), and fuel level gauges. Also, look for any warning lights illuminated on the dashboard.
* Assess the situation: A low oil pressure reading is extremely serious and requires immediate action. High engine temperature also indicates a serious problem. A low fuel level is less urgent but still needs attention.
Ignoring a "Check Gauges" warning can lead to serious engine damage or even a breakdown. If you can't identify the problem or are uncomfortable dealing with it yourself, call a roadside assistance service or have the vehicle towed to a mechanic.