In most plants the first sign of magnesium deficiency is chlorosis (yellowing) between the veins (veins stay green) on the older (bottom) leaves. It starts there because magnesium is one of the minerals that is mobile within the plant, so in a short supply situation the plant moves the magnesium from the older leaves to the newer ones that need it more, causing the older leaves to lose theirs and show symptoms. As the deficiency continues it can spread throughout the whole plant from bottom to top. It typically looks like iron chlorosis but that latter starts on the newer leaves not the older like Mg deficiency, which is how one can usually differentiate.
Certainly don't disagree with Elaine that orchids (and some other plants) can turn reddish but FWIW when my oleander did the above it was actually, for the first time in its life, getting Epsom salts (because it was next to a potted tomato plant and got what was left in the watering can).
Magnesium is often left out of soluble fertilizers altogether because it can react with the other minerals therein (ditto for calcium). If you look at the analysis of Miracle Gro soluble "all purpose" for example, you will see it contains neither calcium nor magnesium. Magnesium is a secondary major nutrient (macrontrient) so plants do need a fair bit of it, so I'm not trying to discourage you from trying it, especially if you're using a fertilizer with none in it, but wasn't the problem with my oleander at least.
