I have installed Exim, but now I can't mail to root any more. Why is this?

Most people set up root as an alias for the manager of the host. If you haven't done this, Exim will attempt to deliver to root as if it were a normal user. This isn't really a good idea because the delivery process would run as root. Exim has two trigger guards that stop deliveries running as root. In the build-time configuration, there is a setting called FIXED_NEVER_USERS, which defaults to root. This setting cannot be overridden. In addition, the default runtime configuration contains the option

never_users = root

just to be on the safe side. If you really want to run local deliveries as root, you must use a version of Exim that was built without the FIXED_NEVER_USERS option, and remove the above line from the runtime configuration, but it would be better to create an alias for root instead.