I don't think what you are describing is typical of any subaru or hopefully any car. But there is a reason why the other guy sold the car and maybe cause there is something wrong with it.
I'd suggest geting an ODBII scanner (like $30 at Autozone) and you can scan to find out what that code is. But to be honest the CEL usually comes on for some kinda exhaust or intake code (or at least in my experience), are typically the ones that come and go. Anyways, get the code.
I'd take a good look at your car, or have some one who knows WRXs have a look to figure out what exactly has been moded on your car. For the best help on this forum having a list of things that are modded will help.
Saying that it's an old car it could just be worn out and need some major lovin'. Have you taken it back to the dealer and had them drive it? Was it a Subaru dealership?