Changing your MX record in a hybrid configuration
At some point, you will want to consider moving your inbound mail routing from your on-premises mail system to Office 365's Exchange Online Protection (EOP) for Exchange. If you do not have any on-premises gateway mail routing requirements, you may want to consider this move when most of your mailboxes are in Office 365. If you plan to do a flash cut-over, then you may want to consider the MX change right away.
Moving your MX record does not mean that on-premises mailboxes will stop receiving e-mail. This is why the hybrid option is available for Exchange on-premises organizations. You may have other on-premises mail routing requirements, which should be evaluated before changing your MX record. ...
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