Step 1: Classification of Oxides:
Oxides can be broadly classified as:
Basic oxides: Formed by metals; react with acids (e.g., CaO, Na$_2$O, MgO).
Acidic oxides: Formed by non-metals; react with bases to form salts and water (e.g., SO$_2$, CO$_2$).
Amphoteric oxides: Show both acidic and basic behavior (e.g., Al$_2$O$_3$, ZnO).
Step 2: Analysis of Options:
CaO: Strongly basic oxide.
MgO: Basic oxide.
Na$_2$O: Strongly basic oxide.
SO$_2$: Acidic oxide, reacts with water to form sulphurous acid (H$_2$SO$_3$).
Step 3: Example Reaction:
\[
SO_2 + H_2O \rightarrow H_2SO_3
\]
Step 4: Final Answer:
The most acidic oxide among the given is SO$_2$.