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 kilogram is the base SI unit for mass (acceptable for use as weight on Earth). It uses the symbol kg.
It is the only SI base unit with the prefix as part of its name (kilo). The word is derived itself from the French 'kilogramme' which was itself built from the Greek 'χίλιοι' or 'khilioi' for 'a thousand' and the Latin 'gramma' for 'small weight'.
It is now used worldwide for weighing almost anything - and has quickly become commonly recognised and understood by the masses. It is sometimes shortened to 'kilo' which can cause confusion as the prefix is used across many other units.
In 1795 the kilogram was first used in English and was defined as the mass of one litre of water. This provided a simple definition but when used in practice it was difficult as trade and commerce often involved large items. Weighing a large object using large quantities of water was inconvenient and dangerous. As a result, an object made out of a single piece of metal was created equal to one kilogram. This platinum-iridium metal, called the International Prototype Kilogram, has been kept in Sèvres, France since 1889.