Coolant plays a critical role in maintaining your Renault Mégane’s engine at optimum operational temperatures so, if its levels drops too low for a prolonged period of time then your engine could overheat resulting in serious, and expensive to fix, faults such as a warped cylinder head. Check and replenish coolant. If the warning sign doesn’t go away when the coolant has been refilled there could be other faults causing your Renault’s coolant to leak/boil and, in that case, professional mechanical attention is likely to be required immediately.
On the opposite end of the temperature spectrum and if your car makes predominantly short journeys in winter it’s not impossible of having a warning symbol triggered because coolant has frozen in winter conditions.