Vitamin D
Vitamin D is one of my four foundational supplements for optimum health (the others include a multi vitamin, omega-3 and vitamin K2). Vitamin D is critical for the immune system. Low levels of vitamin D have been associated with 22 different forms of cancer (especially colon cancer), depression, multiple sclerosis, gum disease, muscle weakness and more. I generally recommend Vitamin D3 (from fish or lanolin). Vitamin D2 is synthetic, and may not be as well absorbed. - Nathan Zassman
Related Reading (particularly for vegans): Info on Vitamin D from Non-Dairy Sources
Note: Please ensure you are also taking in adequate levels of Magnesium, which is needed as a co-factor in most bodily processes involving Vitamin D, which can not only be ineffective if you have a Magnesium deficiency, but even harmful if you continue to take too much D (it can lead to hypercalcemia: a buildup of calcium in your blood). See, e.g., "Role of Magnesium in Vitamin D Activation and Function" in The Journal of the American Osteopathic Association, 2018.