A bit off topic but I find it more and more difficult figuring out if I will like a movie basted on reviews alone, as when I'll check the metrics it will be a thousand 1s and four hundred 10s.
Vitamin D is mostly made by our skin in contact with sunlight (there are also food sources).
If you are depressed by another cause than vitamin D deficit, you might prefer being inside, and therefore you lack that sweet sunlight, and now you've got vitamin D deficit. (With often funky diets or complete absence of them)
Depression is a symptom, and sometimes is cyclical as it is affected by a hundred things, including biochemistry (hello Vitamin D).
Personal, uneducated note: When I struggle with depression, if I can get 1% better, I could get better enough to get help, I would try it. Just remember that if you have depression, seek professional help, as they might help you find the root cause (or get near it), rather than just buying supplements, attempting to treat the symptoms.
Where's my blue milk?