2002 Volkswagen Jetta

Engine collant signal showing up somtimes in the morning when I drive my car to work stays on the whole 35 min drive. I looked at the coolant level through the clear jug under my hood and it doesnt appear low. Can anything else cause this? Also does anyone else change there own coolant or does it have to be done at a shop I found someone who carrys the G---- whatever it was called the book said to use I was afraid to do on my own since it gets mixed with water I guess please let me know if anyone changes there own. New vw jetta owner