Do Vitamin D Supplements Have Any Side Effects?

My GP.decided Iwas slightly lacking in vitamin D.andput me on 40mg supplement.Can there be side effects?I am 79 and despite the wear and rear of a busy life and 5 months afetr knee replacement I feel relatively healthy.Since taking the capsules I realised I have been feelong not too well at times headachy and what i call mini migraines.Also feelings of nausea and oddly cold hands and feet which has never been a problem Can this be the capsule? If so I will refrain tomorrow and contact my GP on MOnday