Preparation of the environment
1. Log in to the Office 365 portal and add your domain.
2. Add an existing domain.
3. Validate your domain in Office 365 by adding the TXT record.
Do not change your MX and your autodiscover.
Modify your SPF record to inform that emails can come from Microsoft servers.
4. Enabling MRS Proxy on Your Exchange Server for Migration Queries.
Get-WebServicesVirtualDirectory | Set-WebServicesVirtualDirectory -MRSProxyEnabled $true