I just bought a mazda rx-8 and I lit for the engine lit on the board, I did a test with odb2 and I have the following codes: p2096 and p0139. I read on the internet about these codes and I'm still not clear how serious the problem is.

 

P0139 indicates the rear oxygen sensor is broken. The other code is more likely a result of that sensor feeding wrong information. I'd suggest replacing the rear oxygen sensor.

Another possibility, although improbable, is you have a large exhaust leak before the O2 sensor that's causing both codes.