When the magnesium metal burns it reacts with oxygen found in the air to form Magnesium Oxide.
For questions 1 and 2, the answer are the following: Copper Sulphate Solution (CuSO4) is blue in color. When iron nail is placed in it, the solutions turns reddish brown deposits on iron (these are of Copper), and color of the solution turns from blue to light green.
For question 3 and 4, When magnesium is burned in air with a Bunsen burner it produces a bright white flame/light. Oxygen reacts with magnesium.
Oxygen in air reacted with magnesium.
the product after burning is powdery white substance