Should you go to the hospital if you are 38 weeks pregnant and feel menstrual cramps?

Call your obstetrician's office first, unless they provided other parameters in advance. They will likely want to know what the timing is between cramps and they will advise you about when to head to the hospital.

Labor doesn't always start with the water breaking. For me, labor lasted only 6 hours and the doctor had to break the water both times.