DNS Management - Question

Hi all, I am new here and I’m still learning…trying to solve an issue. Does anyone know how to solve this?
I’m getting a message which says: “A few more steps are requires to complete your setup.”
And another message: “This record exposed the IP behind mail.mymail.com which you have proxied through Cloudflare”. (screenshots attached).

And I really don’t know what to do and how to do.
If someone could please help I would be so grateful!
Thanks!
Marina

A good article about This record exposed the IP behind can be read from below link.

When you have a grey-clouded A, AAAA, CNAME, or MX record pointing to the same origin server hosting your site, Cloudflare displays one of the following warnings:

An A, AAA, CNAME, or MX record is pointed to your origin server exposing your origin IP
This record is exposing your origin server’s IP address, potentially exposing it to denial of service.

https://support.cloudflare.com/hc/en-us/articles/115003687931-Warning-about-exposing-your-origin-IP-address-via-DNS-records

Usually, no need to worry too much. When using an e-mail service, the A mail record needs to be :grey: cloud to make it work propperly as Cloudflare does not proxy traffic for e-mail. It is well described on the below article:

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