After a molecule of mRNA is transcribed before it leaves the nucleus, RNA splicing removes its introns. Then, the joining together of the remaining coding sequences of mRNA, the exons, must be accomplished.
Introns are sequences of the DNA that are eliminated during splicing, they don't code for the amino acids that form a protein, they can have regulation functions and are surronded by exons. Exons are sequences of the mRNA that aren't deleted during splicing and code for the amino acid sequence of the protein.
