You can use either mujhko or mujhe in a sentence. Mostly it is associated with nouns. For example:- Mujhko thoda paani chaiyae. (I want some water); Mujhae thoda pani chaiyae. (I want some water). So you can just use any one of them.
Main is used when you want to say something which is directly related to you. It is associated with verbs most of the times. For example:- Main 20 saal ka hun. (I am 20 years old); Main bhaag raha hun.(I am running); Main pani piyunga. (I will drink water).