A .mg domain transfer must be initiated with a so-called authorisation code, which can be obtained from the current registrar through the owner or Admin-C of the domain.
Please ensure, that you have a correct authorisation code associated with the domain, before initiating the transfer, otherwise it will fail.
Ensure that your respective domain does not have a lock-status (REGISTRAR-LOCK or HOLD). This can be seen in the WHOIS. If the domain is locked, then the owner can demand that this be unlocked.
Initiate the transfer on time and not just shortly before the domain expires.
Please ensure that the domain is older than 60 days otherwise the transfer will be denied.