Hello mate.
Yeah I would presume its your cat (Catalytic converter). Otherwise its someone else's cat! (Meeow)
It shouldnt be anything to worry about immediatly....Try starting it up and then running round the back to see if its blowing anything else out.
Also for a new cat...try German ,Swedish and French, they occasionally give a discount if your a member of some form of VW club, say your a member on here. It worked for me when I needed a new sump!
Good luck!