Two events being "mutually exclusive" means that if one happens the other cannot. If I flip one coin, coming up "heads" or "tails" is mutually exclusive- if the coin is "heads", it cannot also be "tails". "Independent" means that one happening has no effect on whether the second happens. If I flip two coins the fact that one comes up heads says nothing about whether the other is heads or tails- they are independent (which means not "dependent". Of course, if two events are mutually exclusive then they must be dependent! If one happens the other cannot happen so one happening certainly affects the other.