In people who already have sufficient vitamin D, supplementation provides no demonstrable benefit for cancer, heart disease, or mortality. In cases of an actual deficiency, supplementation can be useful, particularly in older adults for the prevention of falls and fractures. A blood test through a general practitioner is the recommended way to determine one's own situation.
The central question is really this: do you have a deficiency or not? Because that entirely determines whether vitamin D does anything for you. A large study with nearly 26,000 participants showed that people who already had sufficient vitamin D gained no benefit whatsoever in terms of cancer, heart disease, or lifespan, and a broad analysis of multiple studies confirmed the same for overall mortality. In that situation the supplement is simply neutral -- no gain, but also no harm at normal doses.
A deficiency is a different story. It is more common than people think, particularly in countries with little sunshine, during the winter months, in people with darker skin, and in people who spend little time outdoors or who are older. In older people with a deficiency there is also evidence that vitamin D, often combined with calcium, helps prevent falls and bone fractures. That is the area where the supplement genuinely adds something.
The smartest first step is therefore to know where you stand. Through your GP you can request a blood test that measures your vitamin D level. If it is low, supplementing makes sense. If you are already at a normal level, you have little to gain from it. Very high doses, incidentally, are not harmless -- they can cause calcium levels in your blood to rise too high, so more is definitely not better here.
Strong evidence, based on 2 source(s), including controlled or causal research.