Oracle Error ORA-06512

ORA-06512 is part of the error stack. It gives us the line number where the exception occurred, but not the cause of the exception. That is usually indicated in the rest of the stack (which you have still not posted).

In a comment you said

"still, the error comes when pNum is not between 12 and 14; when pNum is between 12 and 14 it does not fail"

Well, your code does this:

IF ((pNum < 12) OR (pNum > 14)) THEN     
    RAISE vSOME_EX;

That is, it raises an exception when pNum is not between 12 and 14. So does the rest of the error stack include this line?

ORA-06510: PL/SQL: unhandled user-defined exception

If so, all you need to do is add an exception block to handle the error. Perhaps:

PROCEDURE PX(pNum INT,pIdM INT,pCv VARCHAR2,pSup FLOAT)
AS
    vSOME_EX EXCEPTION;

BEGIN 
    IF ((pNum < 12) OR (pNum > 14)) THEN     
        RAISE vSOME_EX;
    ELSE  
        EXECUTE IMMEDIATE  'INSERT INTO M'||pNum||'GR (CV, SUP, IDM'||pNum||') VALUES('||pCv||', '||pSup||', '||pIdM||')';
    END IF;
exception
    when vsome_ex then
         raise_application_error(-20000
                                 , 'This is not a valid table:  M'||pNum||'GR');

END PX;

The documentation covers handling PL/SQL exceptions in depth.

• Find out more.

The variable pCv is of type VARCHAR2 so when you concat the insert you aren't putting it inside single quotes:

 EXECUTE IMMEDIATE  'INSERT INTO M'||pNum||'GR (CV, SUP, IDM'||pNum||') VALUES('''||pCv||''', '||pSup||', '||pIdM||')';

Additionally the error ORA-06512 raise when you are trying to insert a value too large in a column. Check the definiton of the table M_pNum_GR and the parameters that you are sending. Just for clarify if you try to insert the value 100 on a NUMERIC(2) field the error will raise.