Tiny red dots appeared under my skin mainly inner thighs but very faint around my butt, asymptomatic, no bump,take vit d 4 wks is the only difference ?

Hard to determine: Skin conditions usually have to be examined to determine if they are normal or of concern. This does not sound like an allergic reaction and Vitamin D itself would not be the cuprit since you have Vitamin D in your body normally. Think of changes in clothing, soaps etc. There are some skin lesions associated with arthritis or other autoimmune problems.

This type of rash: is difficult to diagnose (esp without picture). I doubt it is related to taking the vitamin D especially if recommended amounts. Without bumpiness/itchiness they could be petechiae which result from a small amount of bleeding beneath the skin.Deficiencies of vitamin K, B12 or folic acid? Autoimmune disorders, i.e. lupus, rheumatoid arthritis? Bone marrow issues or med effect? Maybe switch shavers