It's a seal inside the front door. It allows water to build up on the sideskirt and over flow into the footwell.
There is a large silver metal plate which is sealed against the door with some lame foam-like sealant that perishes over time. It's a common fault on all cars made on the MKIV Golf Chassis. Take the interior panel off you you'll see the plate, have a look around it and it should be evident where the seal has gone. Losen the top bolts and remove the rear ones (do this as you don't want to take the panel off and have to deal with refitting the window) and then reseal with silicone sealant or the proper VW stuff that you can get from a
dealership.
Mine perished in a small section on the bottom so I resealed the whole bottom edge to prevent it happening again when more of the foam disappears.