The answer is in RFC 5321
The lookup first attempts to locate an MX record associated with the
name. If a CNAME record is found, the resulting name is processed as
if it were the initial name. If a non-existent domain error is
returned, this situation MUST be reported as an error. If a
temporary error is returned, the message MUST be queued and retried
later (see Section 4.5.4.1). If an empty list of MXs is returned,
the address is treated as if it was associated with an implicit MX
RR, with a preference of 0, pointing to that host. If MX records are
present, but none of them are usable, or the implicit MX is unusable,
this situation MUST be reported as an error.
To make it a bit more human-readable, and assuming the domain example.com
:
Mailserver asks for an MX-record for example.com
a. If there is one or more MX-records, choose the one with the lowest preference. Remember this for step 3.
b. If there isn't one, ddecide that example.com
is acting MX record with lowest preference. Remember this for step 3.
Resolve the MX record to its matching A record and contact that host
So as long as you don't have a specific MX record, your A record will be used as an MX record. Once you do setup an MX record, that one will be used instead.