Work your way forward from the tail pipe, check all parts of the exhaust for looseness and cracks (muffler, cat, downpipe) however given that a cracked exhaust manifold is a common issue with these engines (I had a crack in my old 4cyl YJ), that is probably your culprit. Replacing an exhaust manifold isn't difficult if you take your time, have the right tools, and SPRAY THE BOLTS DOWN WITH PB BLAST REAL GOOD for about a day first. A flex head 3/8 ratchet helps to get in those hard to reach places, but with a 4cyl you should have a lot of room to work around. There's plenty of write ups online and this forum, a new manifold runs about 100, don't waste your time trying to weld the old one or get a used one, not worth the trouble if it turns out to be a dud. and don't JB weld your manifold either, this is one of those rare times when redneckness won't work well.