My Garmin and Heart Rate

I just got a new Garmin Edge 500 -- cycling computer with heart rate monitor and cadence sensor. I realized that I don't even know what a good heart rate to maintain while cycling is. I Googled and found this site, which gives you heart rates appropriate for various training zones.

As you can see, on my first ride with the Garmin, I had an average heart rate of 125 bpm. Which indicates, according to the site, for men my age:

Development of economy and efficiency with high volume, moderate stress work. An important intensity for establishing a firm base for all riders. Combine with Zone 1 for practical unstructured low stress rides.

Looking forward to customizing my rides based on my performance. Any advice is appreciated.