There is a problem with setting up mail, and my advice is to ask the support service of your hosting company to provide you a little help in resolving it. This is because I do not know your operating system, and therefore I can not send you a link to what you need to do. In addition, the support team will fix this problem earlier, and they should be able to do this in a few minutes.
Imagine that your server has an A record of example.com. When your e-mail comes out, the e-mail to the client is sent on the air, while from your e-mail to the me@example.com server it says: βHey! What for us! It can stop right here! And it delivers it to the local mail box. Thus, for mail, your mail server must make sure that it does not redirect it to localdomain.The configuration is probably quite simple for this, but without knowing your hosting, I would recommend calling the benefit of support.
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