Depo shot and period

So I got on the depo shot about a month ago and I got it a week before my period start date and then it stopped my period but now I randomly got my period and was wondering if that was normal for the shot to delay your period. Did anybody else have that happen? And also when I started my period there was like this big huge glob or clump of something that came out and I've seen blood clots before and this sorta looked like it but it was big. Has anyone had this happen before?