Congratulations on buying your new GTI...they're a beast aren't they? Unfortunately, this means that they are desirable cars to be nicked by the wrong sort of people.
I've been unlucky enough to be broken into once and had two further attempted breaks ins for my car keys. On all three occasions they've left without the keys as they're upstairs with me, so my main advice is to keep your keys with you at all times, and keep the spare locked up somewhere safe.
The second best thing you can do is make your house inaccessible to burglars so that they move on to an easier target. I couldn't believe how easily the scum broke through my door lock. I don't want to scare you but watch this video
These locks are fitted to 98% of doors in this country and are basically not fit for purpose. Please consider changing the locks on your house doors - if you contact a locksmith ask for 'anti snap, anti pick & anti bump' locks. They're relatively inexpensive and will not only protect thieves from getting in and nicking the keys to your car but also other possessions so they're worth the cost.
As I said earlier I don't want to scare you mate, but these locks are the reason why the second two break ins were attempted ones rather than actual burglarys.