Hi when you first start the car the system does a check so the light comes on and should go off. if it does not something else is wrong given that this is a 14 year old car what do you expect. when cars get older than 8 years old they start to become a money pit as everything is so worn out.
The PCM has detected a fault. If it continues to detect the fault, it will continue to illuminate the SES light. If the fault goes away, it will shut off the light. You will need to get the computer scanned to find out what system/circuit is causing the grief. Then a diagnostic must be done to find out what's wrong.
It's coming on for a reason. If there really is no code that comes up, then it's a problem with the diagnostic portion of the computer.
If the light is on, there's a code stored. Auto parts scan tools will only read powertrain P codes. But there are body B, chassis C, and data U codes also. You need a high end scan tool to read those.
You says the SES light is on and there are no codes . . . your scan tool reads only P0xxx generic codes which are worthless at best, try reading with a scan tool that reads P1xxx OBD-2 DTCs (manufacturer specific)
Due to a small coolant/oil leak, I had my 2000 Grand Am GT's head gaskets replaced. That was a week ago. And after I have been driving it around since then, my "Service Engine Soon" light has kicked on, and stays on. I have had codes ran on it, but nothing pops up. And I have had the light cleared a few times now. But every time I start the car up, the light comes back on. What could it possibly be?