Whats wrong when the check gauges light comes on a 95 gmc c1500?

You better check all fluids, expecially the oil, if your pressure is lost only for a moment(due to low oil level sloshing) the light will come on. Same with battery voltages, look at all other gages when you notice the light, but be quick as the light only comes on when the gage is below the limit, you will have to see both at the same time.