I need some of the supplications like "O Allah have Mercy on me," "O Allah forgive me."

Praise be to Allah, the Lord of the Worlds; and may His blessings and peace be upon our Prophet Muhammad and upon all his Family and Companions.

There are many supplications which are known in the Sunnah, and many which are not. You can find what you want from these supplications by reading any of the books of supplications, and they are numerous.

You can also consult the Islamic Centre nearest to you, where you may find books of supplications.  You have to be keen on learning some of the known comprehensive supplications of the Prophet (Sallallahu Alaihi wa Sallam).

Here are some of them:

·        Our Lord! Give us in this world that which is good and in the Hereafter that which is good, and save us from the torment of the Fire.

·        The saying of the Prophet (Sallallahu Alaihi wa Sallam) to Abu Bakr to say: “O, Allah, I have indeed oppressed my soul excessively and none can forgive sin except You, so forgive me a forgiveness from Yourself and have Mercy upon me.  Surely, You are The Most-Forgiving, The Most-Merciful.”

·        The saying of the Prophet (Sallallahu Alaihi wa Sallam) in his prayer: “O, Allah, forgive me for what has come to pass of my sins and what will come to pass, and those I have committed in secret as well as those I have made public, and where I have exceeded all bounds as well as those things about which You are more knowledgeable.  You are Al-Muqaddim and Al-Mu’akhir and You are wholly capable over everything."

And there are many more supplications that are famous in the Sunnah.  Meaning of Al-Muqaddim and Mu’akhir:  Allah puts forward and favours whom He wills from amongst His creation, just as He defers and holds back whom He wills in accordance to His wisdom.

Allah knows best.