That's the ASL (automatic shift lock) indicator light.
"Your VW is equipped with an automatic shift lock (ASL). The ASL is an electromechanical device that locks the selector lever in the park and...
According to my 2004 Jetta owner's manual, that's the fuel filler cap indicator:
" A warning light in the instrument cluster will come on if the fuel filler cap is not properly closed.
If the...
Check fuel cap: Illuminates when the fuel cap may not be properly installed. Continued driving with this light on may cause the Service engine soon warning light to come on.