mkStdGen only accepts Ints as seeds.  But your random function, as you typed it, can return any type of random.  You either have to restrict your random function to returning ints, like so:

myrandoms :: (RandomGen g) => g -> [Int]
myrandoms gen = let (value, newGen) = random gen in value:myrandoms (mkStdGen value)

Or you have to find a way to convert any Random a into an Int (not possible), or put another constraint on it, such that you can return all the types you might want that you have the ability to turn into ints, for example:

myrandoms :: (RandomGen g, Random a, Intable a) => g -> [a]
myrandoms gen = let (value, newGen) = random gen in value:myrandoms (mkStdGen $ convertToInt value)

class Intable a where
  convertToInt :: a -> Int

instance Intable Int where convertToInt = id
instance Intable Integer where convertToInt = fromIntegral
instance Intable Char where convertToInt s = undefined -- something

Which is obviously tedious, but may be worthwhile depending on your application.