temp warning light went off

Shortly after starting my golf(about 1 min) the temp warning went off including the beeping. The car had been sitting overnight so it was totally cold. I shut it off waiting a little then started it agian and the light never came on agian. Is this something that I have to worry about?

This sensor also reads coolant level, so if that's low it will do that too. It probably isn't though, and many people have replaced this sensor for the same reason you ask.

There's a discussion at this board:
http://www.generationiv.com/ubb/noncgi/ultimatebb.php?ubb=get_topic;f=2;t=000305

Same thing happened to me. The light with the thermometer picture is for the coolent level and the temp. is measured by the Temp. guage. Just add a little coolant BUT make certain you use the right one. V.W sells it by the gallon which you may never use the rest of it. If you drive stirctly in the warm south you may get away by just adding a little distilled water since your antifreeze is premixed at the factory for colder temp. You can check this with a antifreeze gauge.

MY98 Passat does the same thing everytime it gets really cold out. Once the fluid warms slightly the light/bell goes off.

If the fluid level is OK, don't worry about it. I checked the specific gravity of the fluid and it was fine for -40f.

That would happen to me on an older Golf. Just wiping some scum off the coolant level sensor fixed it.