1995 Ford Thunderbird check engine light

You shouldn't replace anything. It's important to understand that diagnostic fault codes never say to replace parts or that they're bad. They only indicate the circuit or system that needs further diagnosis. The proper course of action is to diagnose the cause of the problem, however, that said, a very common cause of lean codes on Fords is the EGR valve. In this case, most mechanics just replace it first to try to save the customer money on diagnostic time, then, if the code comes back, they need to dig further.

Also look for a vacuum leak or a leak in the fresh air tube between the mass air flow sensor and the throttle body. Any air that sneaks in without the mass air flow sensor knowing about it won't get the corresponding amount of fuel to go with it. That will result in a lean condition.