A mail exchanger record (MX record) specifies the mail server responsible for accepting email messages on behalf of a domain name. It is a resource record in the Domain Name System (DNS).
If you're using our nameservers, the MX Entry tool in your cPanel is where you can edit the Mail Exchanger Record. This specifies how internet email should be routed using Simple Mail Transfer Protocol. An MX record contains a preference and a host name, thus if you change your MX to something besides your domain, it will prevent cPanel from managing your mail. It will no longer be sent to that server.
Only edit these settings if you know what you wish to accomplish in regards to which server your email travels to after an edit.
Do not change this if you are unsure where your email is hosted.