hey
you are right, Mn in MnO42- has an oxidation state of +7 and it gets reduced to Mn2+, there is a decrease in oxidation state, hence it is reduced, therefore it is oxidizing agent.
you probably don't have to worry about oxygen oxidation state in this case because it is mostly -2, because it is quite an electronegative atom. unless it is bonded to floruine, then oxygen oxidation state will not be -2. And also, take note of peroxide where oxygen has an oxidation state of -1. so in your case, oxygen is neither an oxidizing and reducing agent since its oxidation state remains the same throughout.
once you do more it will be quite intuitive to know which atoms to compare