How to proxy records?

Hi!
I just changed my MX record email to point back to my hosting provider and I am getting the message and I have no idea how to do that. Can you please help? Thank you!
Marylin

Message I am getting
Some of your DNS only records are exposing IPs that are proxied through Cloudflare. Make sure to proxy all A, AAAA, and CNAME records pointing to proxied records to avoid exposing your origin IP.