Some doubts about WordPress handle the horizontal main menu visualization

The menu you see on your site is dependent on the theme you are using. So the same menu may or many not come up on different themes those you are using. This is because of the menu locations defined in your theme.

Different themes have different menu locations. One can have none where as another can have 3. You can visualise the available menu locations if you move to Admin => Appearance => Menus => Manage Locations section.

So in your case you see Sample Page, becasue there are no menu assigned to the primary menu location of the theme (Lets say Twenty Thirteen) you are using. In this case it just loads the pages in your site. If you will add another page, it will show up here as well. Again this functionality is as per the theme.

If you assign your menu to the primary menu location of the theme, then you will see the menu in place of Sample Page.