Hello,
We are in the process of connecting our website to Cloudflare. Before changing our Nameservers in GoDaddy to the Nameservers Cloudflare provided, we would like to know if this change will have any affect on our MX records? Is there anything we need to do with these records before we make the nameserver change?
We appreciate your help!
If your MX record points to a name outside your domain (such as when you use a mail provider like ProtonMail or Office 365) then so long as you maintain the same record on your Cloudflare account, nothing will have changed.
If your MX points to a name inside your domain, then you have to ensure that the target is not proxied 
in Cloudflare.
Personally, I would leave everything 
when changing nameservers to Cloudflare, which minimises the number of changes that you end up making all at once. Once the NS records have propagated (this can take 48 hours), you can start to proxy the websites and enable other Cloudflare features.
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