Minor tweak, try to make long flavour text last longer, move the hurt self messages to unused messages group, so they don't get wiped by crate an instant later.
FIND_PATH(GMP_INCLUDE_DIR gmp.h)
FIND_LIBRARY(GMP_LIBRARY NAMES GMP gmp)
IF (GMP_INCLUDE_DIR AND GMP_LIBRARY)
SET(GMP_FOUND TRUE)
ENDIF (GMP_INCLUDE_DIR AND GMP_LIBRARY)
IF (GMP_FOUND)
IF (NOT GMP_FIND_QUIETLY)
MESSAGE(STATUS "Found GMP: ${GMP_LIBRARY}")
ENDIF (NOT GMP_FIND_QUIETLY)
ELSE (GMP_FOUND)
IF (GMP_FIND_REQUIRED)
MESSAGE(FATAL_ERROR "Could not find GMP")
ENDIF (GMP_FIND_REQUIRED)
ENDIF (GMP_FOUND)