I have been supplementing with protein powder almost on a daily basis for five years now, as long as I've been strength training. In terms of protein powders, I've used whey, egg, casein, and vegan powders. I've also used various vitamin and mineral supplements (multivitamins, calcium, vitamin D, vitamin B complexes, Vitamin E, iron, whatever else), pre-workout supplements, protein bars, fish oil, BCAA's, melatonin, and a ton of random stuff that I've gotten free at the gym or that come as free samples when you buy these supplements.
It has been a long confusing road in figuring out what is useful and what is healthy. I am still trying to educate myself as much as possible, but so far my go-to references are:
If after reading up on the various ingredients and types of supplements, you decide to take one, next comes figuring out which company to buy from.
Labdoor.com will give you information on which companies are best to purchase from. It independently tests the product's label accuracy, purity, nutritional value, ingredient safety, and projected efficacy.
If you're in this health and fitness thing for the long haul, chances are you either already are or will eventually be taking some sort of supplement. If you want to understand what you're putting in your body, you can ask your doctor, look at best seller lists, read Amazon reviews, and ask your friends, and still none of that will be enough. You will need to continuously look at objective and reliable references, and so far Examine.com and Labdoor.com are best that I've found. Check them out, if only to enjoy learning about the biochemistry.