well, the 'mail.' has no relevance on what domain is actually being used there, its just a name to point at for mx records.
when sending an email to your domain, such as domain.com
A recipient mail server will do an mx lookup on domain.com and find mx records for it. these mx records will point at mail.domain.com as the server for the 'domain.com' mail server.
If you were to were going to set up mx records for mail.domain.com, you would have something like 'mx1.mail.domain.com' as your mx records for that domain and so forth.