Could I be pregnant?

I'm not trying to have a kid, I have that as my status so I know when not to have sex. But I'm on the DEPO shot. However I was supposed to go get another one 5 days ago and haven't had sex in two weeks.  I'm starting to question if my shot was defective. My mother tells me about how she had dreams she was pregnant before she actually took a test to find out every time that she was. Am I just being paranoid? I'm become more moody and have been blaming it on my shot coming to a close. Should I take a test? What do you guys think?