Size of golf TDI gas tank, and related stuff..

Just got a 2002 Golf TDI in Toronto.  Its really great!

Just some questions for the experienced..

How big is my gas tank exactly?

I've driven over 850km (510miles) before the gauge is at E.
The lights/warning didn't come on yet.  When does it come on?

Is it bad to let the diesel tank run empty?  (Like older diesels,
where the pumps are pressurized?)

I really want to see if I can go 1000km before refill, just like the
TV commercial.. ;-)