Every domain name you own has an MX record associated with it. If you have multiple domains, they all have their own MX records.
MX records contain two pieces of information:
Why do I need to configure DNS MX Records?
MX stands for Mail eXchanger and is an important part of the email experience. This is a record that a domain owner sets up to tell other servers where they can send emails for that domain. An MX record is usually associated with an A record, which indicates where the server hosting your domain can be found.
When you set up an MX record, you tell other mail servers which server(s) you want them to use when trying to send an email to your domain. The DNS server checks this entry before sending the message so it knows where to send it if it can't connect directly.
This is useful because it helps prevent spam from your domain and allows you to manage the delivery of messages from multiple domains without having to manage each one individually.
MX records for your email providers
If you use third-party services such as Google Apps or Office 365, they will most likely provide you with two MX records: one for sending mail and one for receiving. The receiving MX must point to their servers, while the sending MX must point to your own server.
If you don't have third-party services, you may only need one MX record pointing to your own server.
MX preferences and priorities
When you send an email, your computer contacts the mail server and asks it to deliver the message. The mail server has all the information about where to send the message. It looks at the destination address (the To: field) and finds the best server to deliver it to.