A MX Record, or Mail Exchange Record, is important to identify which server will handle mail for a domain. When a domain that you own is added to your hosting account, a default DNS zone record is created so the services work locally on your account server.
Your MX Record will be the server hostname. You should find this information in your welcome email and in your email accounts configuration settings. MX records should be set with a priority of 0 and it should be the only MX record.