Well after 62 miles I have my first warning light come on

I am being told I have to check the pressure in my front right tyre due to loss.
It happened just near to work so carried on and parked up, tyre does not look like its lost any major amount of air, looks the same as all the others.
Not got a pressure gauge to cjeck it, will try and do it at lunch.
Is this warning telling me its gone below the correct setting by a certain ammount? Seems a bit strange given its just had a thorough VW PDI

Not got the manual to hand to flick through.