MDX is a file format that allows the integration of JSX into Markdown files, enabling the use of React components alongside standard Markdown syntax, which is particularly useful for creating interactive components and reusable elements across web pages. The guide by Thomas Wang details a process for converting an existing Gatsby blog to utilize MDX, as the current version of Gatsby's blog starter does not natively support it. The conversion involves five key steps: installing necessary plugins such as gatsby-plugin-mdx and @mdx-js/react, updating configurations in gatsby-config.js by replacing gatsby-transformer-remark with gatsby-plugin-mdx, modifying gatsby-node.js and GraphQL queries to accommodate MDX content, and ensuring MDX files can be rendered with the MDXRenderer component. Once these adjustments are made, developers can test their implementation by creating and rendering a .mdx file within their blog, allowing JSX elements to appear on their site. The text also provides resources for further reading and offers a Gatsby personal blog starter to facilitate the creation of new blogs with MDX support.