Mine came on out of the blue. Drove the car and it seemed fine for about 3 days. Scanned it and it turned out to be a problem either with the fuel pressure sensor or the pump. Given the car was working fine, I booked it into VW to get them to have a look. Unfortunately, before the car went in, it randomly cut-out at 40mph. The sensor had gone.
But it's a general warning light so unless you get it looked at, either by VW or by VCDS, I would recommend you get it into VW ASAP, and try to avoid any lengthy journies or try and avoid being in a situation where if your car stops working, you're stuck in the middle of nowhere!