ERROR C2039: 'vector': is not a member of 'std'

I am new to C++ and I am trying to make a little dungeon crawler game. Currently I have multiple vectors declared in my header files but they seem to give multiple errors. I have tried searching for this problem on StackOverflow but the answers don't really seem to work.

Here is one of my header files: (Hero.h)

#pragma once

class Hero {
public:
    Hero();
    std::string name;
    int experience;
    int neededExperience;
    int health;
    int strength;
    int level;
    int speed;
    std::vector<Item> items = std::vector<Item>();
    void levelUp();
private:
};

Here is my .cpp file: (Hero.cpp)

#include "stdafx.h"
#include <vector>
#include "Hero.h"
#include "Item.h"

Hero::Hero() {

}
void Hero::levelUp()
{

};

Like I said I am new to C++ so there might be a lot more wrong with my code than I know. This is just a test.

Below are the errors that are shown in the Error list of Visual Studio 2015:

Error   C2039   'vector': is not a member of 'std'  CPPAssessment   hero.h  13  
Error   C2143   syntax error: missing ';' before '<'    CPPAssessment   hero.h  13  
Error   C4430   missing type specifier - int assumed. Note: C++ does not support default-int    CPPAssessment   hero.h  13  
Error   C2238   unexpected token(s) preceding ';'   hero.h  13