I spent a while researching diesel smoke when I first got my car and have come to the conclusion that it is good practice to boot the car when the engine is warm to burn off the soot that builds up over time. In the interest of safety make sure that you look out the front when you boot your 2.0 TDI.
I look at smoke to see how an engine is running but it is only a rough
guide as additional checks are used to identify an actual
problem:
blue smoke = burning oil
black smoke = burning diesel
white smoke = head gasket (water) or turbo on the way out.