Welcome Kris, you've made a good head-start with your golf if you're signing up here 
VAG CABLE: the VAG-COM computer system..it's the computer-related cord that plugs into your car to pull out error readings and make little adjustments on errors and the like. Sorry, not 100% in-the-know about this cable but that's basically what it does.
As for things to make your car modified and more like you want it, have a geeze through all the DIY threads you can find, look through the inspirational thread in general section for some awesome cosmetic and engine ideas for your Mk4, and go nuts!
I'd suggest coilovers to start, maybe some other touches in the suspension area, and other things like (perhaps..)wheels, window tinting, some minor engine works and you'll be laughin' in no time
Let's see some pics of your car!
Enjoy the forums mate!
Mrk Detailing, premium automotive detailing. Paint correction/protection specialist. PM me
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