Here in America, we tend to think of fluids kind of like nuts and bolts: They're all basically interchangeable, as long as they fit. But in Germany, the words "universal fit" are something of an epithet reserved for lesser engineers. Indeed, there aren't many countries in the world where a liquid can have a five-digit part number -- but you've just met one of them.
The oil recommended for the TDI diesel engine is a 5W-40 full synthetic meeting VW standard 505 00, Volkswagen reference number G 502 167 M4. This oil is engineered specifically for the TDI engine, but it also meets the VW standard 502 00 standard for gasoline engines. In the United States, if you can't get a German-made oil like Ravenol VPD, then look for a fully synthetic API SM or CF. If you've got the gasoline engine, use an oil meeting VW standard 502 00; that can include Ravenol VPD, but an equivalent to the thinner 5W-30 Ravenol HPS will work if you operate your car at very low temperatures. Typically, owners of gas-engine Golfs will just use a quality brand, full-synthetic 5W-30 or 5W-40; but if you have the diesel, make sure the oil is specifically approved by Volkswagen for the TDI engine.
