The MX record tells other mail servers the A record and where the mail for your domain should go.

A mail exchanger (MX) is a server setup to accept mail for your domain name and holds it for delivering to your users or passes to another mail server. MX records have 'Preference Settings' which tell other mail servers which server to try to deliver your mail to first. The lowest preference setting is the first server to be tried. If it is not available, mail deliveries will go to the next lowest preference.