MX records (mail exchange records) tell the Internet where to send email for a domain. ALL of the email for the domain, for everyone who uses that domain for email. To direct all the incoming email for your domain to Office 365, you have to update the MX record for your domain at your domain's DNS host. (If Office 365 manages your domain or if you have a GoDaddy domain, the correct MX record will be automatically created for you during setup.)
Tip: Don't want to move email for everyone on your domain to Office 365? You can take steps to pilot Office 365 with just a few email addresses instead.
Things to keep in mind:
The value you set for the MX record so mail will come to Office 365 is different for every domain. It's typically something like: <unique-key>.mail.protection.outlook.com. You can find the MX value to use for your domain by signing in to Office 365 and looking at the DNS records list for your domain.
Not sure how to update your domain's MX record? We provide step-by-step instructions with detailed instructions (including screenshots!) for creating MX records and other DNS records at many popular DNS hosts.
If you have more than one MX record for your domain, make sure the MX record used for email flow to Office 365 has the highest priority.