In which kind of compounds do we need to add a prefix in chemistry

Like CO2 is called carbon dioxide, why not monocarbon dioxide?
Why isn't Magnesium sulfite called Trimagnesium disulfite?
Which compounds do we need to add mono, di , tri, tetra, penta...?

Prefixes are normally only used for nonmetal compounds such as carbon monoxide nitrogen monoxide, phosphorous pentoxide, carbon tetrachloride, etc. For metal compounds, it depends whether you're dealing with a transition metal or a main group metals. Main group metals will always carry the same charge in salts (+1 for alkali metals, +2 for alkaline earth metals), so nobody says "Disodium oxide" instead of sodium oxide for Na2O. For transition metals, however, charges may vary. The way you name them is conventionally by giving the oxidation state of the metal, e.g. iron(II) chloride (FeCl2) vs. Fe(III) chloride (FeCl3), or iron(III) oxide for Fe2O3.
Your magnesium example: Magnesium sulfite would be just that, but I don't really know where you get the "tri" from, as the formula is simply MgSO3. Also, be careful with disulfite; that's another anion, S2O5(2-), that can form salts, e.g. sodium disulfite (Na2S2O5).