A comprehensive study of various ground-state properties of neutron-rich and neutron-deficient Mg isotopes with A = 20-36 is performed in the framework of the self-consistent deformed Skyrme-Hartree-Fock plus BCS method. The correlation between the skin thickness and the characteristics related with the density dependence of the nuclear symmetry energy is investigated for this isotopic chain following the theoretical approach based on the coherent density fluctuation model and using the Brueckner energy-density functional. The results of the calculations show that the behavior of the nuclear charge radii and the nuclear symmetry energy in the Mg isotopic chain is closely related to the nuclear deformation. We also study, within our theoretical scheme, the emergence of an "island of inversion" at the neutron-rich 32 Mg nucleus, which was recently proposed from the analyses of spectroscopic measurements of the 32 Mg low-lying energy spectrum and the charge rms radii of all magnesium isotopes in the sd shell.