I keep bleeding everytime I have sex.

I recently lost virginity, and everytime after, I keep bleeding.
What's wrong with me? 
Should I go get checked?
Is it my depo acting up?
Could te depo not be working?
Im already a month into depo, I haven't had any spotting or bleeding since the beginning, only weight gain. 
Could it be my hymen is still not ripped completely?