YOu are confused because it is confusing and none of us really knows for sure. What I do is check each RDA I am low on, and then research it and check for defiency symptoms, importance of the nutrient, etc. I check and see if I have any of those deficiency symptoms. And I consider how low I am, ie a little low or a lot low. If I think I might really need more of that nutrient, then I research the supplement choices to make sure I know which ones are high quality and very digestable and in a form the body can use and does need. And the I try supplementing and see if it helps. So far, then only supp I am really diligent about is magnesium.
I have looked into E and there is some argument about how essential that is. As for calcium, many feel that calcium is absorbed better when D is high, so I make sure D is high by getting lots of sun, because my calcium intake is not super high, ie not quite up to RDAs. I have thought about taking calcium supps, but my teeth and bone strength and density is excellent for my age so I am not super worried. Seems like current intake is doing the job. If I had bone probs, I probably supplement with calcium along with the magnesium, just in case.
One thing I do not do is megadoses of supplements. I take a reasonable doses to compensate for only something I may be missing in my current intake. I also do not take multis as paleo eating more than covers RDAs for most nutrients. Also do not take fish oil as I am still skeptical about it as a supp.
As current global knowledge about nutrition continues to expand, I will keep an eye and may change my opinions as that info becomes available. The prob right now is we are all trying to make decisions based on insufficient knowledge. The current RDAs are based half on guesswork and half on what the average SAD eater needs. In many cases, levels that seem to prevent obvious symptoms in the majority of SAD eaters was determined and then that number was simply increased by some order of magnitude, like maybe doubled. This method of guesswork really does not account for the complexities of different kinds of diets and it does not tell us what the actual optimum intake should be. In some cases, like for vitamin D, the optimum level might be MUCH higher, but for othe nutrients, like perhaps for E or calcium, some suspect the actual needs of healthy eater MIGHT be lower. But the truth is, we really don't know for sure yet either way.