Magnesium is an essential mineral - meaning we need it for normal body functions, but our body is unable to produce it itself. And, about 50% of people are deficient in it!  One of the things magnesium supplements are most well known for is reducing anxiety and promoting restful sleep (without morning drowsiness). But, Magnesium supplementation had successful finding for things such as:
 
Relieving anxiety
Promoting bone health
Controlling blood sugar in people with diabetes - it may even lower the risk of developing type 2 diabetes
Maintaining normal heart rhythms
Relieving symptoms of premenstrual syndrome (PMS)
Improving exercise performance