What is the code P1256? What part do I need to replace or pay attention?

unless you pay attention to injector problem replacing plugs will not fix the fault
run the fault codes to find out why the VSA light is on and get the codes for the misfire

P0300 Saturn Cylinder Misfire Detected Random Cylinders
Pay close attention to the valves.

should not replace any coils unless the fault codes reports a misfire or associated problem
Here is a news flash for you
EFI cars have a tune up done every second it is running as the ECM keeps the engine at optimum performance
You only need to pay it attention when the codes report a fault
You don't even have to replace the plugs if it is running all right

the sensor to replace is the HO2S sensor which is different to an O2 sensor. (has a different function)
code p0300 is random/multiple misfires
as misfires are from the electrical components you did not pay attention to items like low fuel pressure and faulty injectors which also cause random misfires.

That code generally refers to a problem with the engine coolant temp sensor not giving the expected temperature to the computer within a specific amount of time if I remember correctly. I could be wrong but I think if you replace the thermostat the car will warm up faster and once you erase the code it shouldn't come back. Not a bad idea to replace that part anyway as part of regular maintenance and it could save your engine's life. Cheap part ($10-$15 bucks) and fairly easy to install on most vehicles. Might not be a bad idea to install a new temp sensor while you're at it, they do fail and are not very expensive either.

Make sure you didn't accidentally unplug the ECT sensor or damage the wires. If visual inspection checks out ok clear the code and verify it comes back. If it does probably need a new sensor and or thermostat, pay attention to your temperature gauge. If it acts erratic or definitively different then normal, most likely need a thermostat. I usually just replace both and be done with it.

the coolant temperature sensor

Most likely the engine temperature sensor.

Hello! No, not at all...After you change the EGR, disconnect the + battery terminal for 3-5 minutes...Reconnect...And if the EGR was the cause of the fault the code will clear...Make sure you have the stereo code...If not, connect a regular 9 volt battery to a cigar lighter plug (pay attention to polarity)...Plug it into the cigar lighter socket before you disconnect the battery...It will maintain power to the stereo...Guru...Saailer

I’m happy to help further over the phone at https://www.6ya.com/expert/david_6df67de3b14de867

hers what you do. grab a pen and a piece of paper. go out to the car and turn the ignition on, off, on, off, on. the engine light will begin a series of blinks. you have to count the blinks. all of the codes are double digit so you will need to pay attention. it will blink however many times for the first number pausing briefly between the will pause longer between numbers then blink again for the second number again pausing briefly between blinks for instance. say the car has a code 55 which it will. it will blink 5 times pausing briefly between pauses then there will be a longer pausethen it will blink 5 more times pausing briefly between numbers. jot these numbers down paying close attention to ensure accuracy and if you reply to me with the codes i will tell you what they are. you can check the codes however many times you need to