What does that mean? Autozone said it had to do something with my gas cap? The code got erased several times now, it would come back after 3-4days.

Where/what should I check for?

 

So it means your gas tank isn't airtight like it should be.

Loose gas cap.
Cracked/leaking gasket on gas cap.
Any of several hoses & valves around the fuel fill pipe.
Mounting flange for fuel pump (top of tank), or it's gasket.
A few vacuum hoses & valves related to the EVAP system.
Maybe even a leak in the gas tank itself...

For several pages of detailed procedures to check this stuff, look for a Helm shop manual.

 

I'd start with a new gas cap, cheap and may fix problem. I have seen serveral cars come into may bay with same problem and a new cap fixed it. This may not fix it but a easy place to start.