How do I get MX records verified for Zoho Mail?

How do I get MX records verified for Zoho Mail?

My MX records never verify after entering them into my DNS records (DNS provided by my domain registrar).

I did an MX record lookup with a couple of web tools, and both complained about the lack of an A record in my DNS settings.

I didn't think I needed one just for email...? TIA for any and all help! :-)