We told you that LYX worries about numbering cross-references; now you can test that. Add a new section before Section 2. Now rerun LATEX, and -- voilà! -- the section cross reference changed to ``3''! Change ``About this Document'' to a subsection, and the cross-reference will reference Subsection 2.1 instead of Section 3. The page reference won't change unless you add a whole page of text before the label, of course.
If you want some more practice with labels, then try putting a new label where your first cross-reference was, and refer to that label from elsewhere in the document. If you'll be inserting cross-references often (if, for example, you're writing a journal article), it may be convenient to leave the Insert Reference window open.
If you want to make sure that the cross-referencing gets the pages right even for larger documents, Copy a couple pages of text from the User's Guide to the clipboard, and Paste the stolen text into your document3.5.
Exercise: Fix the references in example_raw.lyx