If your fuel gauge is also showing empty or very low, you likely have very little fuel remaining – perhaps only 1-2 gallons, or even less. Driving on fumes can damage your fuel pump. It's best to fill up immediately when the fuel gauge nears empty, regardless of the "check gauges" light. The exact range will depend on your driving habits and the car's condition.
Do not rely on how far you think you can go. Find a gas station as soon as possible.