If you want to take vitamins for the sake of taking vitamins then go for it. If you think vitamins are going to make your thin hair thicker, you will be disappointed.
There are many reasons females get thin hair, among them are genetics, stress, medical conditions like thyroid problems, drugs, hormonal imbalance and others.
You might want to check with your doctor to see if there are any medical problems causing thinness and try to keep you stress levels low.
There are also FDA approved products for women to apply to their scalp that are proven to grow hair.