An MGX Gui is a GUI that a ROBLOX user adds to their own game. The purpose of an MGX Gui is to phish somebody else's account password. Many times they are in the form of a Maintenance Gui that asks for your password. They are currently on the rise as ROBLOX is removing comments from avatar items to stop the spread of phishing sites.
An MGX7 is an MGX Gui that is injected into other users' games using a level 7 exploit instead of being inserted into their own game through ROBLOX Studio. These GUI's are considered more "dangerous" as they can easily target more people.
Do not ever fall for these scams and enter your password as this will give possession of the account to another user. Staying safe from MGX Gui's is very easy as all you have to do is not enter your password. Many version of MGX Gui's threaten to kick you out of the game after a set time or to permanently ban you. However, there is no reason to be scared because the worst they can do is kick you out of a server. To avoid being kicked out, you can enter a fake password to make the GUI disappear.