If it's OK when warm then it must be because your coolant level is a little low. These cars are very sensitive when a little low. When your engine is cold the coolant level decreases a little and when it warms up, the volume increases a little so this is why your light goes off.
Make sure you use G12 coolant only mixed with 50/50 water.
DON'T OVERFILL ! cause you'll have problems later on caused by coolant migration. ( you might want to read posts on this forum.
2003 Jetta GLS TDI 5spd sold to nephew 310,000 Km still as beautiful as day one.
2006 Jetta GLS TDI 5spd mine 210,000Km so far so good.