Overheating Problem

[Dakes2]

I just bought a 2004 trendline TDI estate with 128,000 on the clock, I drove it up the M1 on a 130 mile journey and had to stop to fill the header tank which was empty, I put the heating up full to help and the temp gauge went back to (90) in the middle which I think is the normal position, the car ran like a dream and the engine ran perfect, but I can't see where the water has gone, I'm pretty sure the head gasket is ok, there is no oil in the water or water in the oil, the coolant warning light came on, any ideas what this could be or where to start looking.