I have a '04 VW Golf TDI. I'm out of town and don't have my manuals with me. A warning light came up on the dash. Its all orange, a not quite connected circle with a triangle in the middle. in the middle of the triangle is an exclamation point, what does this mean?

Looks like a brake related warning like brake fluid or parking brake.

If no warning if u driving - is all ok! Do not worry!
If you driving and comse up some warnings then is better drive to service.

that is the warning sound to tell you that the key is still in the ignition and to take it out before you exit the car.....

Must be a broken cat converter. The platinum honeycomb core is broken into several pieces and clogging the exhaust pipe preventing you to go more than 45 mph. Try hitting it with a rubber mallet and listen if any pieces rattling inside. If it sounds like pebbles inside, it's time to replace it.

From what describe, the orange light is a "brake pad wea"r warning light
John

check the turbo hoses, they are renound for dry cracking, very hard to see at first glance

if it a circle with three dashes on both sides thats the brake wear sensor and means you should change brakes soon

i would check the servo make sure that its connected .abs fault would give you red abs warning light is this showing in your dash?

thats the heater coil symbol for the diesel engines.
does it stay solid at beginning as normal?
if the car drives normal, then maybe its just a loose connection/wire somewhere

Look for fuses and Relays, fuse box under left side under dash