This is very common, especially certain vitamins and minerals when taken in large doses, but assuming you are talking about an average daily vitamin that only has 100% of the USRDA or less for each ingredient that would not be a large dose. Many people feel nauseas from iron on an empty stomach in a big dose. Also vitmain C in those super megadoses. Eating some food, even just a few crackers should help, but be warned iron is best absorbed on an empty stomach, so if you are iron dificient you might need a little extra if you eat with it to get enough. If you have no problem with iron, you might prefer a vitamin without iron, on the chance it is the culprit. Other vitamins like D and B12 are better taken with food. This is one of the problems with multi vitamins. Even so, I think it is a great idea to take a daily vitamin especially if you are not eating well.