When you set your camera to Adobe RGB, it only affects JPEG and the JPEG previews embedded in the Raw, not the Raw itself.
If you don't have a profiling tool for your monitor, set it to the sRGB standard profile.
If you want your monitor to be as close as possible to the printer, you really need to profile it with a color calibration tool.
Thanks for your reply. Sorry but I am fairly new to all of this. If I am understanding you correctly, then should I then set my camera to sRGB instead of the Adobe RGB when shooting in raw? And what is a profiling tool for my monitor? Do you mean I should also calibrate my monitor and then have it set to sRGB also?
Abby, none of these are Lightroom questions - you might want to Google "monitor profiling".
AbbyEmmy, Raws are not color images and thus cannot inhabit a color space. What you set in your camera has absolutely no effect on the Raw and it is only when you export a color image from LR that you set the color space of the exported image.
It is not true that Adobe RGB "gives you more colors." The number of possible colors in an image is determined by its bit depth alone, not by its color space. Since all jpgs are 8 bits per channel, Adobe RGB jpgs and sRGB jpgs can both contain up to 16.8 million colors. The difference between the two spaces is that Adobe RGB distributes its 16.8 million colors over a wider range, particularly in the greens, even extending to greens that don't exist in nature, although they can be found in bright green plastic toys, for example. But if your subject doesn't have that wide a color range, a portrait for instance will fit inside the narrower range of sRGB, you are better off exporting in sRGB. Also, your choice of space should be compatible with how the image will be used. Web site postings and files sent to a lab for printing should be in sRGB.