If you get cramps and drinking a big glass of water doesn't help, that's a sign of probable magnesium deficiency. To be sure, get some magnesium 'oil' (really magnesium chloride and water, but it feels oily) and put some on the skin above the next cramp. If it works, then, yeah, it's time to start supplementing. Both magnesium chloride and sulphate (Epsom salts) will work through the skin. The chloride is more effective but more expensive.

There are enough pros and cons on the various types of magnesium supplements to be worth an entire article, but I'd just mention that magnesium oxide isn't very bioavailable, and citrate is - but it's also used as a laxative, so work the dosage up slowly.

Hope this helps.