Trouble with serial ports on Mega

I just purchased a MEGA board, I wanted to use multiple serial ports in my program. So I decided to just check if they are working or not. I tried running the following sketch

void setup()
{
  Serial1.begin(9600);
}

void loop() {
  Serial1.println("Testing Serial1");
}

I am not getting anything on the serial monitor. Is there something wrong with the board or my code is not right?

The serial monitor is connected to Serial, not Serial1. Serial1, Serial2 and Serial3
connect to the RX1/TX1, RX2/TX2 and RX3/TX3 pins

Thank you.