The milligram is a unit of mass (acceptable for use as weight on Earth) and is a submultiple of an SI base unit with the symbol mg.
1 milligram is equal to 0.001 g or 1/1000 g (one thousandth of a gram).
There exists 2 submultiples between mg and g - namely the decigram and the centigram but these are not commonly used in everyday life. The milligram is commonly used when expressing parts of a gram; especially in medicine applications.
A mosquito weighs about 2.5 mg, as does a grain of sand.
The microgram is a unit of mass (acceptable for use as weight on Earth) and is a submultiple of an SI base unit with the symbol μg.
1 microgram is equal to 0.000001 or 1/1000000 g (one millionth of a gram).
The symbol μg is avoided in medical practises / applications because there is a chance the 'μ' could be misread as an 'm'; resulting in mg being interpreted rather than μg - which could lead to a 1000x overdose.