This is an acid-base reaction (neutralization): MgO is a base, HCl is an acid.
MgO – Magnesium oxide
Other names: Magnesia, Periclase, Magnesium oxide fume
Appearance: White powder ; Hygroscopic fine white powder ; Finely divided white particulate dispersed in air. [Note: Exposure may occur when magnesium is burned, thermally cut, or welded upon.]
HCl – Chlorane, Hydrogen chloride
Other names: Hydrochloric acid, M, Uriatic acid
Appearance: Colorless, transparent liquid, fumes in air if concentrated ; Colorless gas ; Colourless compressed liquefied gas with pungent odour ; Colorless to slightly yellow gas with a pungent, irritating odor. [Note: Shipped as a liquefied compressed gas.]