Assuming you have a TDI wagon, it's a 2.0 L engine.
That car is rated 27 city / 38 highway. Not sure if others have had better than 38 highway with that car, depends on how you drive, if there are any issues with the engine, the air intake, etc...
Best thing you can do is replace your air filter, change your oil and change the fuel filter at regular intervals. I sometimes use DieselKleen (silver bottle) as a fuel additive, maybe once a year.
There should be a fuse box below and left of the steering wheel (faces the door) which has a chart of what fuse is what. Check the ones related to the lights.
I'll say this about VW of that era and age... the engine is probably in great shape but... a lot of little things on the car will need help from here on out. Also, unless it's had it done already, get the timing belt changed. Hopefully you have maintenance records from the previous owner.
The other main issue with these TDI engines is the EGR creates a huge intake restriction and over time that causes performance issues. It's basically regular maintenance to have that restriction burned off. This can solve power loss and some fuel economy issues.
Good luck.