I had the exact same thing - too much thirst, even with low doses (1000-2000IU), but especially with 4000Iu or 5000IU, and really a lot with the 60kIU which the doctor originally prescribed. But the doctor advised to keep on taking vitamin D, as my levels were low. A second opinion from another doctor was no different. I did some research on my own and figured out it could be because of a Magnesium deficiency. I started taking Magnesium supplement and after supplementing for some time resumed the vitamin D along with Magnesium, and that fixed the thirst issue. If I would take vitamin D without magnesium, the thirst problem would come back. Even now if I take high dose vitamin D or even a calcium supplement without taking Magnesium, it leads to a lot of thirst. It's been a long time but from what I remember, I figured that it was because of vitamin D's effect on Calcium levels and the (electrolytic?) balance between Calcium and Magnesium in the body.