The short answer
An MX record (Mail Exchanger record) is a DNS setting that tells other mail servers where to deliver email sent to your domain - for example, where mail sent to you@yourbusiness.com should actually go.
Without a correctly configured MX record, email sent to your domain has nowhere to go and will bounce or fail to deliver.
Why this trips people up
A common mistake is pointing your MX record at the wrong mail system - for example, if your mailbox is set up on one email platform but your MX record still points to a different one. When that happens, incoming mail gets rejected even though everything else about your domain looks correctly set up. This is one of the more common (and most confusing) email problems businesses run into, precisely because the DNS setting and the actual mailbox are two separate things that both need to agree.
MX priority
A domain can have more than one MX record, each with a priority number - lower numbers are tried first. This lets you set up backup mail servers: if the primary fails, mail attempts the next one in line. For most small businesses, a single MX record pointed at one reliable mail provider is all that's needed.
We handle this for you. When we set up professional email as part of your hosting or design package, we configure the MX records (and the supporting SPF/DKIM records that keep your mail out of spam folders) correctly from the start.