Mail is delivered to the mail exchange server with the lowest preference number (highest priority), so the MX record you use for mail routing should have the lowest preference number, typically 0 or High priority.
When you create an MX record, most DNS hosting providers require you to set the preference number.
Some label the box preference, and some label it priority.
Some require a number, and some ask you to select Low, Medium, or High.
If you only have one MX record, any value is fine for priority or preference.
If you have more than one, make sure the MX record for mail routing is higher priority than the one used for validating that you own the domain.