You can already check if methods are defined, however that is restricted to modules (as that's the only sense-making thing, if you ask me). For further information, check
this out.
As far as checking if a method is called goes... I don't really see a purpose behind it. Methods aren't called randomly, there's always a reason behind it. Let's say your Game_Player class has a method named move_down that is called when you press the DOWN key - instead of checking if the method is called, you can just check if the DOWN key is pressed. Also, you'd only need to check that either way if you want to trigger something in multiple classes at once. While that contains a high probability of being unneeded, you'd do that using a temp variable as silver suggested.
That basically is why I was asking for a reason, as I don't see a case where you'd actually have to check if a method is called... and even if it'd be, you'd have to use silvers method, for the simple reason that even if there'd be a way to do this with Ruby, it'd have to store the currently executed method somewhere, like this:
def method
$method_running = 'method'
# actual method goes here
$method_running = ''
end
It'd be heavily inefficient and, as said above, not necessary.