An MX record is a mail exchanger record, a DNS resource record that routes mail for a domain name. A domain name may have multiple MX records. In the following example, the MX records for the domain greatmail.com are mail.greatmail.com and mx.greatmail.com:
greatmail.com. MX IN mail.greatmail.com. [Preference = 10]
greatmail.com. MX IN mx.greatmail.com. [Preference = 20]
The mail exchanger record with the lowest number preference has the highest priority. In setting preferences for multiple MX records, you should set the highest priority mail server, i.e. the mail server you want to accept mail for your domain, with the lowest number. In the above example, the highest priority MX record for greatmail.com is mail.greatmail.com.