An MX record is a DNS record that specifies which mail servers handle incoming email for a domain. It is used by sending servers to know where to deliver messages.
Relevance to warm-up: When warm-up network accounts reply to your warm-up emails, their responses are delivered to the mail server specified in your domain's MX record. A correctly configured MX record is required for replies to reach your inbox — if replies cannot be delivered, an important engagement signal is lost.
MX record priority: Multiple MX records can be configured with priority values (lower number = higher priority). The sending server always tries the highest-priority server first.