All Alpines are the same, it's easy when you know how They don't have removal keys to get them out, they have two small pegs that you slide down. Try this....

Take the face plate off.
Take the plastic trim surround off too.
Look at each side, where on any other stereo you'd insert the removal keys.
You'll see two small round peg things, hard to explain, but small metal dots that you can pull down
Using a flat blade screw driver or something similar, slide these pegs down and give the front of the unit a pull towards you.
Do the same on the other side and the unit should come free.

From there you'll be able to slide the unit out. Just be careful, as the wiring tends to be quite tight in the Golf so things might be trapped and caught.