I want to put Turbo to my Golf GTI VR6 98', what changes my engine needs? it needs new pistons? it needs special gasket?..... which is better for it, Turbo or Supercharger?

The VR6 is a pretty strong engine.. when you take in consideration that this engine was originally intended to be a diesel engine,you'll understand why this unlike other engines in the market like boost so much. Now how much money you need depends on how much HP you whant. The VR6 only has one head for both cylinder banks, so compared to a normal V6,it will be much easier to put a turbo on it. Your car has an obd2 ecu so your fuel and timing can be taking care of by chip.
You can reduce your compression with a head spacer... You just need to match your needs with your goals.

The amount of money and time it would require to turn your N/A (naturally aspirated) into a forced induction car(turbocharger, or supercharger), you would require the buttom end to be built, fueling, exahust, ecu(computer) forged rods/pistons/ then the turbo or super charger, also alot more, if you go to vwvortex.com and click on the forums and look around, you can see the different setups people are running on their VW's AUDI's

There are lots of room under all VW engine bay, and if you decided to put turbo in any V6 or V figure engine you have to consider the exhaust manifold must re route to allow all the exhaust gas enter the turbo, in my past experience all V figure engine should be twin turbo, in your case 3 cylinders serve one turbo and the other three serve the other. You can still can go for single turbo, but there will be lots of plumbing crossing over the engine bay.

For super charger it is driven by belt and you can now get a pro-charger (almost like a turbo is a non-positive type supercharger is more compact than the positive type, screw, or root blower and is a lot cheaper. No plumbling need to be modify is you go in a economy way.

In order to boost up power in your engine, remember more air + more fuel = performance. and just putting more air without extra fuel you are looking at leaning out your engine to the point to have pre-ignition or engine failure (possible). So a set of new 6 450 to 800 CC fuel injectors must be use plus to retune your ECU to let the computer know you are putting more air and fuel into. Not to mention you probably need new high volume fuel pump for your injectors.

In mechanical wise you do have to lower your compression ratio by either changine your piston with a dish type or use thicker head gasket. People oven just leave factory gasket and just add extra boost in to the engine , it can be done but you are not putting high psi as this can blow up your engine or head gasket. not good.

I would say the easy way for you is to add a belt driven pro-charger for space saving and get the rest done, they usually comes in a complete kit and offers excellent customer support.

hope this help..