I've just had an ono second!
We're moving over to Cloud Exchange from our on-premise.
The other day I successfully verified our primary email domain, unchecking the "What are you using this domain for" Exchange/Lync/Sharepoint so it was just verified.
Today I was looking at our secondary email domain (which I've realise is with a different registrar), I got a TXT DNS record set up and tried to verify - it failed, I'm not sure why yet. When I went back the Domains Admin page on 365 it was then showing the primary domain as Set up in progress again, I flipped through the verification process again, this one's registered with GoDaddy so I used the automatic verification process, the trouble was this time I was on autopilot and I verified it for Exchange and Lync, as soon as I clicked OK I realised I shouldn't have!!!!
It very efficiently updated our MX records on the GoDaddy DNS Zone and removed the existing one so our mail was routing to the Cloud Exchange which I hadn't got most of the mailboxes set up on yet!
I had to go to the Zone File Editor, try to remember/find/work out what the MX records used to be and update them! I've left the MX for the cloud Exchange on there with a lower priority for when I'm actually ready to move over. All in all about an hour of mail downtime!
It would be nice if they "Idiot proofed" this in Office 365 with a little message to point out that you're about to move your MX records