2001 windstar cut off while driving

my windstar just cut off while i was driving yesterday not sure what happen once it came to a complete stop i put in park and it started right up any ideas what this could be somebody told me to replace the fuel filter, but i'm not sure i bought it used at 72,000 miles it now has 76,000 miles on it i'm not sure if the fuel filter has ever been replaced any ideas guys on what to do

Does the MIL (CEL, Check Engine) indicator come on when the key is first turned on?