1996 Volkswagen Golf Coolant leaking problem

I just recently got a VW GTi and my coolant light came on about 3 weeks after I bought it. I checked the coolant and it was completely empty so I added more. A few days later, my coolant light came on and I began to wonder what was going on because my temperature was completely normal. Now, mind you, I am nowhere near a mechanic, but I do understand some of the basics. I began to wonder where my coolant was going because there was none on the ground and I soon realized it was shooting out my exhaust. My car was idling funny and was kind of making a putting noise through first and second gear. My fear was a cracked block, but it could be a head gasket or a cracked head, right? I currently have my car at the shop and they're charging me money out the nose to get the heads pressure tested. Is there some way I can find out what's wrong with my car myself?