Your heart rate depends on a few things. How old you are and what you are training for, cardio or fat burn. Your heart rate will need to be lowwer for fat burning. This should be posted at your gym.
Here is a pretty good explanation of why you should train within certain heart rate zones, as well as how to increase your Max Heart Rate. Maximum Heart Rate Training
I am like you in that if it felt good training at a higher heart rate then there is no reason not to go for it. However, you will have to take into account your ability to recover. Training at a very high intensity will eventually result in sever overtraining. Pay close attention to your ability to recover and if you feel tired, drawn out, and unmotivated then back off and let your body catch up.
__________________
Train the body as it truly is: one, flexible piece!