Dangerous? Well, it isn't going to randomly deploy but for the sake of safety, I would get it fixed asap. Some say with the airbag light on; the airbag system won't deploy and others, say it will. If I was in a accident; I wouldn't want to put my life on the line by not having my airbag working (why risk it?)! A common issue; is the belt buckle receiver, will fail. They have microswitches; which are integrated into the airbag system, when one fails, the airbag light will come on. This may not be the case with your problem but it is very common (I have replaced mine 2X). I would recommend; that you get a VW specific scan tool and see what the trouble code is; then, you can figure out the problem. For a basic vw code reader; check out amazon.com and search "vag scanner", you can pick up a basic one for less than $50 (e.g. VS450) and spend a little more, for some that do live data, with some more advanced capabilities ($75-$100 and beyond). The high end vw factory level tool; is VCDS by Ross Tech and is in the $250 - $350 range. Start with a cheap vw compatible scanner; so you can read/clear codes, then if you decide to do more in depth repairs, you might consider VCDS.
Order that cheap VW scanner tonight and then you can scan for codes, post them up here and we will do our best to help!