If its a common model, you should be able to get hold of a service manual (try eBay). Most 125s are very simple and you may be able to do all the tasks yourself. I do my own on one of my bikes (the simple one) and the tasks include:
Changing oil & filter (easy)
Change air filter (easy)
Changing spark plug (usually easy if you can get to it simply)
re-greasing/oiling all joints (easy)
checking/adjusting cables (fairly simple)
lights (easy)
tyres (easy, unless you need new ones)
Coolant replacement (if you have water-cooled - a bit tricky)
brakes (fluid replacement tricky/messy but new pads easy, unless you have drum at the rear)
If it is not a new bike, you may want peace of mind, so book it in for a full service now (shouldn't be more than �150)and then do it yourself every 6 months.
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