I've got a facelift/7.5 GTI but don't think I explained myself very well tbh. I didn't mean a light on the dash, I meant on the rotary light selector switch. Before I messed, I thought that the sidelights symbol on the rotary switch would turn green if my lights came on but would be a yellowy/orange colour if they were off under "Auto" or completely unlit if "0" was selected. Now it seems to be green all of the time.
Don't worry, I think I might turn it back off temporarily to check if I'm going mad!
Tamzildj - OBDeleven is a clever Bluetooth enabled device which allows you to make changes to the settings in your car and perform diagnostics (the pro version gives more features and is the one to go for). Booth11 has helpfully included some links earlier in this thread