Vitamin C and magnesium are both potentially good supplements to start with. But they both can cause diarrhea if you take too much of either of them - so its not a good idea to start both at the same time.
I would start with C. I would start with 500mg for several days and then slowly increase by say, 500mg, per week. You want to feel alive, slightly energized on it... a feeling like sunshine on a grey day. You do not want to feel wired or irritable. You also don't want to get diarrhea. If you get either... go back down 500mg and stay there.
After Vitamin C I would get started on Pantethine (active Vitamin B5). It really helped me a lot. I didn't get many side effects. I just increased by 450mg per week. 2x a day - morning and evening. I went as high as 2400mg (for a severe, debilitating case of adrenal fatigue ) after several months, stayed there a while and healed.. and was able to come back down.
I would save the magnesium oil for when you get established and stable on Vitamin C and B5. It is very potent and easy to take too much of - can cause stomach cramps, sleep disturbances, etc. I would go with no more than 2 sprays at first and rub into the tummy. I think 5 is a moderate dose. 8 sprays or more is strong. It just depends on how much your body needs. Start low and go slow.
The glandulars and pregnenolone / DHEA are stronger substances with more side effects and 'addiction' potential. I would personally try vitamins and make a lot of progress on those. After you have healed on the vitamins you will be in a better shape to consider the stronger options.
Dr. Lam's book is very good. Dr. Wilson's book is a good read too! Get those for more detailed supplement advice.