I'm the type to push buttons, in every sense of the phrase.
Stumbled on that trick early on. Probably doesn't hurt that I've pretty much owned nothing but Audi's since I was 16.
I can't figure out what it means when you hold down the 'mode' button and turn the radio on. It says 'connect', but I don't know what you'd be connecting... maybe nav or something...

Theres a bunch of things you can change about the radio, a bunch documented in the manual, and a few other things you can adjust with some more work, or using vagcom.

A fun one, not radio related, is being able to put your windows up/down remotely using the key fob. That takes reprogramming of the controller in the car via vagcom, but a fun trick, and handy if you can park close enough to where you work to be able to put the windows up in a quick summer shower w/o actually having to go out to the car.