I would say if you don't know if its been done, then its probably a good idea to change it out.
Also, is it actually overheating? Or is the light just coming on? A bad coolant temperature sensor could also be a culprit. Cheap and easy to replace.
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The Baby: Darla, 102k, '99 New Beetle GL 5-speed. Bone stock. Acquired 4/6/05. Gave her life for me 8/17/11. RIP 
The Project: Klaus, 180k+, '84 Jetta GL Turbo Diesel. Rebuilt and bringing 50+ mpg. Slightly improved from stock  Acquired 7/12/08
The Baby Brother: Günther, 20th Anniversary Edition GTI 
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