Sustain pedal polarity is manufacturer-dependent. Some manufacturers use a value of 0 for “pedal on,” and others use 127. When a sustain pedal and keyboard are incompatible, sounds in MainStage will be sustained when the pedal is not depressed.
Before you continue on with the tutorial, check the bottom of your pedal. Some sustain pedals like the M-Audio SP-2 have a hardware polarity switch on the underside of the pedal. Other pedals like the Yamaha FC4A do not have a hardware polarity switch.