Moving from Shared to VPS

So im switching over from shared hosting to a VPS. Ive never done much server stuff but im giving it a whirl using the PLESK panel on a windows server. So before i get into this here is the facts.

1. My domain name is registered at network solutions
2. the emails are coming from current shared hosting provider (verio)
3. Im switching to godaddy VPS

So when i change over to the new VPS hosting provider, Do i need to modify mx records ? IF so do i need to create custom name servers for the VPS ?

or

Can i just create all the same emails on the VPS and cancel the old hosting provider ?