Mutually exclusive events are events that cannot happen at the same time.
For example, the event "I roll a 1 on this six-sided die on my first roll" and "I roll a 2 on this six-sided die on my first roll" are mutually exclusive.
Independent events are events such that the outcome of one event does not affect the outcome of the second, and vice versa.
For example, the event "I roll a 1 on this six-sided die on my first roll" and "I roll a 2 on this six-sided die on my second roll" are independent.
---
"Event 1 and Event 2 are Independent" can also be taken to mean that if you know whether or not Event 1 happened, then this doesn't change the probability that Event 2 happened.
---
If two events are mutually exclusive, then if you know that Event 1 happened, then it does change the probability that Event 2 happened (to zero, because they can't have happened at the same time). So if two events are mutually exclusive, then they cannot be independent (except in certain trivial cases, such as both events being impossible).