How to properly format MX record

I am trying to set up our MX record in Cloudflare DNS but everytime I try I get a message that I am exposing the IP address and that it is not proxied even though the MX record consists of just the NAME and the CONTENT and the name is the and the content is mail.
I am not very knowledgeable in DNS records - could someone help me understand how to format an MX record so that it is proxied in Cloudflare DNS?

Thanks experts!

You can’t proxy an MX record. It has to point to a record for the actual IP address.

The warning you’re getting is informational, to let you know the address isn’t hidden, in case that’s important to you. It will work fine anyway.

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Thank you so much i40west for the speedy reply!!
It’s a relief to know now.

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