Apart from just checking how it feels, check the history for any major work. There was a recall on these cars for the coil packs, however if its a later GTI then you may have got away with it.
There are loads of threads here with problems people have had, browse through and read what they were and what was the cause, then just use that as a guide to help you look over the car.
Also take a friend, second set of eyes is always good.
