I've heard several theories as to why my check engine light is on, and I'm wondering what the real reason is!

The van sputters when idling, accelerating, and traveling at freeway speeds, especially when it is cold outside. Once the van warms up it runs a lot better, but still sputters a little. The check engine light has been coming on, and we've replaced a few things, but the light keeps coming back on the the sputtering continues to worsen. The current code is for a 'cylinder 2 misfire' or 'random misfire.' We just bought this van and the check engine light came on within 48 hours. We don't know the last time anything has been replaced, but the spark plugs look good.