Which vitamin do we get from sunlight?

Vitamin D, and it is not really a vitamin at all. A vitamin is by definition something the body cannot make and must eat; skin makes this one perfectly well given ultraviolet light, which makes it closer to a hormone. It kept the name because it was found while looking for a dietary cure for rickets.

The specific wavelength needed is UVB, which does not pass through window glass and arrives only when the sun is reasonably high. Above about fifty degrees of latitude - Britain, most of Canada, the Nordic countries - there is a stretch of winter during which you can stand outside all day and produce essentially none, which is why deficiency is normal rather than exceptional in those places.

This is one of the better-supported explanations for why human skin lost pigment as populations moved north. Melanin protects against ultraviolet damage but also blocks the UVB needed to make vitamin D, and at high latitudes with little sun there is not enough to spare - so selection ran towards lighter skin. Nearer the equator it runs the other way. It is among the tidier cases of a visible human difference having a completely mundane biochemical cause.