When magnesium burns it gives off a brilliant white light. In air, the magnesium reacts with oxygen to form magnesium oxide. It can also bun in nitrogen (to form magnesium nitride), in CO₂ (to form magnesium oxide) and even under water (forming magnsium oxide and hydrogen gas).

Magnesium combines with oxygen to create a salt called magnesium oxide, MgO. Magnesium oxide is a white powder.

If we burn magnesium in air the following reaction occurs: 2 Mg (s) + O₂ (g) = 2 MgO (s) + energy. It burns with a white light. I hope this helps!