08 Sierra Denali O2 sensor/exhaust leak

[BrandenG1]

My check engine light came on I ran to AutoZone and had them test the check engine light. The code read O2 sensor the guy told me if the check engine light doesn't come back on immediately it's more than likely an exhaust leak. How can I tell if there's an exhaust leak? Thanks. 

[CamGTP]

Here is the thing, there are like 16 different o2 sensor codes.

 

What code are you getting?

 

Saying it's most likely an exhaust leak doesn't mean anything because that could totally be wrong.