Are you planning on using a dual-recording setup eventually?
It’s better to pair your pedals to your bike’s head unit so your power numbers are consistent whether you’re riding indoors or out.
You should pair your trainer’s power to the game. Expect a slightly lower power reading at the trainer vs your pedals. This is because you’ll lose some power efficiency to the chain. Power read at the pedals can be up to ~5% higher than power read by a rear hub power meter (or trainer), that discrepancy is normal
One other thing to do beside calibrating your pedals is to program your head unit to compensate for your crank arm length, because that can add a few percentage points of inaccuracy. See the support site for whatever GPS head unit you own.
EDIT: Garmin pedals have historically been fussy about how tightly they’re installed into the cranks. If you ape on the pedal wrench, it’ll skew the data they transmit. See Garmin’s how to page.
Do NOT use ANT+ to pair to Zwift if you’re using Virtual Shifting…
Virtual Shifting requires that your trainer and controllers are all paired over Bluetooth. If you have an ANT dongle you’ve used forever and have recently upgraded to a trainer capable of virtual shifting - this is the time to unplug the dongle from your PC / Mac. It’s only going to create problems for you.