For some reason the formula for mean started to trouble me:
$$\mu = \frac{1}{b-a}\int_a^b f(x)\:dx$$
The reason this confuses me a bit is because when I read this formula I read it as: $\text{Mean} = \frac{\text{Area}}{\text{Length}}$. I've used to the idea that mean is the average value of a set of numbers e.g. $\frac{1+2+3+4+5}{5} = 3$. Should I interpret this value as the average area under a curve or as the average value of a set function values? Picture will point out my question:

Hope I made my question clear :) Does mean value always equal $\text{Mean} = \frac{\text{Area (or volume)}}{\text{Length}}$. The definition confuses me because the integral doesn't equal the sum of function values $f(x)$, it is the area under the curve. This might be a very simple question but nonetheless confused me x)
An integral is a generalization of a sum - or, more precisely, it is the limit of a sum of function values, as the spacing between the points where you sample the function goes to zero.
Incidentally, this is why the integral sign $\int$ is an elongated $s$ - it stands for the Latin word summa, meaning sum.
I'll be a little imprecise here, as I don't think a fully rigorous treatment is what you need at this point. But the idea is to partition the interval $[a,b]$ into a sequence of values
$$a = x_0 < x_1 < \dots < x_{n-1} < x_n = b$$
and define a sum over function values as
$$I = \sum_{i=0}^{n-1} f(x_i) (x_{i+1} - x_i)$$
It is a sum of the values of the function, multiplied by the distance between adjacent values of $x_i$ (i.e. it is height times width, which is why you can interpret it as an area).
As the spacing between adjacent values of $x_i$ goes to zero, the value of the sum approaches the value of the integral.