copper (I) oxide is Cu2O

Hg3N is  mercury (I) nitride

FeCl2 is iron (II) chloride

iron (III) sulfide is Fe2S3.

MgO is magnesium oxide.  magnesium(II) oxide would be redundant.  You don't need to use magnesium(II) to indicate that magnesium has a +2 oxidation number as that is the only oxidation number possible so you can figure out the oxidation number on Mg from the formula, knowing that the OX# on oxygen is -2.