Either melt the magnesium and run a fairly strong current through it, or use a very strong reducing agent (alkali metal) with the magnesium oxide in some form of solution (but not in water,...
No, magnesium is its natural state while magnesium oxide is formed magnesium heated in oxygen or air
Oxygen.
positive 2
2Mg + O2 --> MgO Oxygen oxidizes the Mg to Mg2+, which in turn reacts with oxygen to form MgO