you're thinking about it the right way. they're not entirely necessary if you are eating the right foods, but they can help, which is why they're called supplements. it can be difficult, either by availability or cost, to get the best quality and variety of primal foods, so enter the supplements to round out those missing parts. it doesn't really matter if you're just starting out; whenever you can get to the best balance is best.
i suggest reading through mark's articles on supplementing, and decide what will work best for you. if it helps at all, i take a daily multi, vitamin d (when i don't get enough sun), magnesium, k2, and occasionally fish oil (though i prefer to just eat fish).