Carroll,

All that volcanic ash will definately clog your air filter. Normally, you want to change your air filter every 18 month/18,000 miles. If you've never changed yours, do it now. It'll kill your gas mileage with all that ash built up in it.

Your "check engine" light will probably come on if the gas station attendant left the cap off. Even if he put on a different gas cap, your light may still come on. Those newer cars are very particular when it comes to fuel pressure. If the fuel pressure readings are not just right, your service engine light will come on. I doubt there's a bigger problem with the car other than a clogged air filter, loose (missing) gas cap, and/or dirty gas. It's always possible for your O2 sensor to be bad, but I really don't think that's your problem. Though I haven't been driving my Eclipse around any active volcanoes, I've had the original oxygen sensor on my '90 Eclipse with no problems.

Your emergency brake light will usually only come on for two reason... (1) You are low on brake fluid. Check your fluid level, and add as much as you need to get it to the MAX fill line. (2) If it sat for a year, your calipers may be sticking and not disengaging. Also, your emergency brake cable(s) may have seized and your E-brake lever isn't able to disengage enough to release the brakes; hence your light will come on.
It is possible that there is air in your brake lines, but if you haven't noticed any brake fluid leaking on the ground and/or the tires that's probably not leaking.

Have these regular maintainence things checked out, and more than likely it'll fix your problem. Good luck!