My game crashes immediately!
MGE XE can sometimes be corrupt upon installation. Go to the folder where WJ downloaded all the mods and open the MGE XE Manual Install-41102-0-11-6-1560626592.7z file. Copy all of the files here into your Morrowind install folder and overwrite when prompted. You will not have to configure MGE XE again when doing this. If this still doesn’t fix it, try running MO2 and therefore Morrowind as Administrator.
The game is saying there are missing mods!
Morrowind is wrong. This, to put it simply, happens when the mods installed changed since the last time you launched Morrowind. This warning can be safely ignored. Saving your game should remove the error.