regarding the blue wire, it may need to be an areial amplifier, it would need to be connected to either your remote wire on the back of your head unit [blue wire] or to another 12v power source. but it may not be...i have never seen the blue wire on my golf.
i fitted my alpine headunit & got very bad reception. and had to buy one of these from halfords,

again, its an aerial amplifier £10. connect it to your remote wire [blue one], plug the car aeiral into the silver tube then the other end into your headunit!
but again, id wait for some other replys and see if anyone else has seen the blue wire you already have & can tell you what it is!