Prepositions – ‘Write In A4 Sheet’ or ‘Write On A4 Sheet’?

Neither of them are correct, really. The first is closest but is missing an article:

"Write the plural of the following words:"

The reason it sounds off without the article is that you're referring to a specific property of the words (their plural in this case) so the definite article is appropriate. You could, however, also write

"Write plurals of the following words"

But in terms of asking a non-native speaker to do this, you risk introducing some ambiguity in that it's possible to interpret that as meaning some words have more than one plural (which they do, but I don't imagine that's an English 101 topic).

Both sentences are grammatically correct. To add to your 2 sentences, you could also use

• Please, write your name down on the top of the answer sheet

• Please write your name on the top of the answer sheet

• Please write your name down on top of the answer sheet

• Please, write down your name at the top of the answer sheet

(Source: Word References)