In description, unless you're trying to capture a folksy voice, they're Lego bricks, with a capital L (it's a trademark). An individual one is a Lego brick, or just brick.
Of course, people sometimes call them Legos in real life, so you could use that term in dialogue, even though it's not officially correct. I would still give it the capital L though.
By convention, trademarks are capitalized. So a drug name like Zantac is capitalized, because it's a trademark, but heroin would not be. However, heroin used to be a trademark (it was a Bayer product), and would have been written Heroin. Now it has become a generic term for the drug and is lowercased. Similarly, tarmac (the stuff they make runways out of) is written lowercase these days, but was a trademark.
It's not usually the writer's responsibility to protect a manufacturer's intellectual property rights. Capitalizing a trademark is all you need to do, and you should not add trademark® symbols™, unless you're working for the company that owns the trademark and they insist on it.
If you don't capitalize a word like Kleenex or Lego, you or your publisher are quite likely to get a letter from the company's lawyers advising you to do so in future. A company that doesn't take these steps to protect its trademark is likely to lose it.