What are MX records?
The MX records (Mail Exchange Records) for a domain direct mails on the servers declared in the record.
For each domain can be set multiple MX records, each with a different priority, in which the smallest number corresponds to higher priority. If the email can not be delivered using the record with the highest priority then is used the next in priority registration etc.
More specifically, the MX records are DNS settings associated with your domain and direct your mail to the servers that host your email accounts.
This settings are maintained by the provider of the DNS services for your domain.
To be sure that your mail is always delivered, you typically create records for more than one server. So, if one of them is off, your mail is directed to another server that replaces him.
You can specify in which server will be the first attempt by assigning them values as 10, 20, 30, which correspond to different priority. The lower value has higher priority.
For example, if the domain example.com has 2 MX records 10 mail1.example.com and 20 mail2.example.com, the mail is delivered first on server mail1.example.com, because it has the lowest value and therefore higher priority. If this server is turned off, your mail is redirected in server mail2.example.com etc. If two different MX records have thesame priority, one of the two servers is selected at random.