Hi all,
After driving audi for years I've finally got myself a VW Tiguan today.

When I put the key in all the lights flash on dashboard as usual however the Amber engine light stays on until I turn on the engine and then it goes away.

This only started after filled it with diesel about (half the tank) later today. Before that it was not there.

I read something that it might be the fuel cap but it is back on tight.

Is this something that needs addressing? As I am new to VW.

I believe the engine management light will stay on for a short period and if it disappears when the engine is started then it is not a current fault.
You could get the system scanned for fault codes to ensure there is not an issue with the vehicle.