depo injection can give the side effects like brownish to blackish discharge, pain abdomen, head ache, nausea
, weight gain etc,
if you got the shot on your first day of periods then there is less chance of pregnancy
as ovulation will not occur at that time, but if that was around the time of your ovulation then the protection on very first day is doubtful, usually when you take depo after first 5 days of menstrual period it will give protection after 14 days,
so if you are having any doubt regarding pregnancy, you can go for blood test
to rule out the possibility in case of missed period.