Running a mail system involves a lot of moving parts, each of them requiring study and practice to competently operate. It can be difficult to deal with every piece all at once if you're just starting. The store and forward and relay services let me build out mail infrastructure without having to expose it directly to the internet, which let me deal with deployment in a much more controlled manner.
Why do you want to run your own mail server? It's hard to avoid potential pitfalls without knowing what you need to accomplish.
edit: thanks for the information though. I saw some of these services when i was doing cursory research. This was pretty helpful.