As Deano says, depends on traffic conditions, and many other factors; e.g. ambient temperature, increased use of electrical components at this time of year, winter additives added to diesel fuel by manufacturers in winter to stop it 'waxing' in freezing conditions makes it less efficient. I think that if you've just got the car, you need to give it a bit longer and check your mpg over a few tankfuls of diesel over a few weeks/months of driving before assuming there might be something wrong.
When I had my mk6 Golf GTD, the fuel consumption was always noticeably
lower in the colder winter months than it was during the summer; overall, low 40's in winter and high 40's in summer. When the mk7 Golf was launched I remember over on one of the Golf forums that a number of GTD owners (same engine as your car) were disappointed with the fuel consumption they were seeing during the winter months; much
lower than the manufacturers published figures.