I just fixed an Mx with the same problem today!
If your camera is cocked, with the orange indicator at the top showing, it could be possible the mirror mechanism wasn’t engaged.
You should do what this guy says on post #4 to get a better look:
Pentax MX stuck shutter - PentaxForums.com
Take a picture and note how everything looks for reassembly, but it’s pretty easy. after removing the two screws, A pair of tweezers may help maneuver the low speed assembly out, and later back into position.
the screw head that MysteryOnion kindly pointed out, should be pushed up towards the front of the camera body when it is in the cocked position. If it is positioned towards back, carefully take a screwdriver to slide the spring loaded screw head towards the front of the camera. You will feel it catch. Then, try pressing the shutter button and if the camera fires, check if it will wind again.
Let us know how it goes! I can provide pictures if needed