Why reduced engine power light is on?

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I heard a load noise when I started vehicle this morning then it stopped. I let it warm up and then drove about 35 miles today in extremely cold conditions. As I was pulling into work, the "reduced engine power" light came on. I turned it off to go into work. I am concerned that it may not start again. This is first time this light has come on. The service engine light has been on for a few weeks also.