Reverse no longer works...when I shift into Reverse it goes into 1st gear. All other gears work fine.
2002 Jetta TDI 1.9
what could the problem be?
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A little research leads me to believe (aka I could be wrong) that reverse gear in this car requires you to depress the shift knob and move it far left-forward. It also seems that some, but not all '02 TDi Jetta owners have had complaints that the difference between finding first and reverse gears is vague.
Seeing as the knob location for the two gears are right next to each other, it is possible that the reverse lockout mechanism under the shift boot is not allowing you to access reverse, funneling you into first instead. This could be due to some kind of interference, so as @rpmerf suggested, you can remove the shift boot and whatever brackets/grommets are necessary to see the mechanism, then see if you can engage reverse.
If that does not work (as I suspect it will not), the next step would be to adjust your shift cable linkage. A quick search with that terminology brings up a few TDi forums with DIY walkthroughs and youtube videos for that procedure. If that still doesn't work, you may need to replace the linkage.
Before adjusting linkages, I would inspect your bushings. A missing or damaged bushing might cause this, and they are rather easy to replace. You will have to pull the battery and tray to get to the area of the bushings.
If you adjust things first, it will be harder to get everything smooth and adjusted right after finding a worn or broken bushing.
You will need a helper to operate the shift while you observe.
Addendum: Also, you will need a 5mm pin, as I recall, for which I used a 5mm drill, to align the shifter, inside the car. I am adding this because some people neglect this step.