I think some of not all have a temp sensor in/on the thermostat housing. What
@Octoparrot is saying: if you're going through the trouble of changing the stat, while you're at it you just as well put a new Temp sensor in and save yourself time doing the job again down the line. (unless time is cool, and you don't mind doing it again of course).
when I changed my spark plugs, Mine was also very tight, awfully tight.. but eventually they came free
![happy2 :happy2:](https://www.mk5golfgti.co.uk/forum/Smileys/newsmileys/happy2.gif)
you could try squirting some WD40 down the whole, wont do much harm. it will probably just smoke for a little bit once started up afterwards.