The most likely reason your dashboard isn't lit is your taillights aren't working. The government requires auto makers to build cars so the dash lights don't work if the taillights aren't working--this is to let you know the back of your car isn't lit up. So...turn on your headlights and look at your taillights.
Probably, the reason for no illumination is that all the light bulbs are burned out! You see, in '95 VW decided to wire the dashboard lights in with the daylight running lights (DRLs), so that anytime the car is running with the parking brake off, all these lights are on along with the headlights. Eventually, all the dashboard lights burn out! There are websites out there (as well as books, a revolutionary new idea in communication) that will tell you how to replace all the bulbs. I hear it's not that difficult. Try vwvortex.com; look in the forums section. Don't post a new question on this, just search. I guarantee it's in there somewhere!
I don't have a '95, so I can not give you specific directions.
That said, if the entire dash board is out, I would suspect the fuse. Suggest checking the fuses, one at a time, looking for a blown fuse. If one (or more) is blown (melted in the middle), replace it with the same color fuse, and hope the lights come on.
(Note: the fuses in European cars are often different than the fuses in American cars. Take the blown fuse to the parts store, and be sure you get the correct size.)
Skrotzki Reno, NV
The problem I had with my 95 Jetta was the dashboard light fell out of the dashboard. I was told it was a manufacturer's defect when it happened in 96-97 to me, but VW was not going to fix it. Would have cost me about $100 to get the holster (not sure of name for piece). This is a common reason why the dashboard will not illuminate.
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