Pregnancy symptoms in depo?

If you got your first shot within the first 5 days of your period, then you were covered against pregnancy immediately. If you got it outside of that time, then you needed to wait 7 day, before you'd be covered.
As long as you followed those rule, & there was no chance that you were already pregnant before having the first shot, then you will not be pregnant.
Most women experience irregular bleeding, until they've had 2/3 shots.
Depo Provera works by convincing your body it's pregnant. It is an artificial version of the hormone that would be more present if you were pregnant. This means that it can give much the same hormonal symptoms as pregnancy; especially for the first few shots.
The Manufacturer advises that you should not be on the Shot for more than 2 years. It can cause bone density reduction, which could lead to osteoporosis. That's amongst other possible side effects.
I used a good quality calcium, magnesium & vitamin D supplement whilst I was on Depo, to try to prevent damage to my bones. So far, so good (following a recent MRI scan).