I'm a new driver, and often get into the wrong gear (I'm not yet comfortable with the multitude of controls in this car which is a 2011 VW Polo Highline).
Is it possible to show the current gear info on the MFI?
No it isn't possible, there are many configurations and things that can be activated on the Instrument Cluster but displaying the current gear on manual vehicles isn't possible.
I know you probably don't want to hear this but there is really no need to have a gear display on a conventional manual. If you ask any experienced driver they will tell you that you don't even need to know what gear you're in (apart from 1st or reverse obviously).
It just comes down to experience and practice. Keep changing gear for the sake of it and practice going up and down the gears. When you get used to it you will also realise that the thought 'what gear am I in' will never enter you head. You just change up when the revs are high and down when they're low.
I'm assuming this is a manual gearbox (since you're unlikely to be worrying about gear selection on a DSG since you can just leave it in Drive)
I believe the current/suggested gear info display (or "visual gear indicator" in VW parlance) was only present on the Bluemotion versions of the car (to tie in with the eco theme).