first birth control shot and weird symptoms

sooooooooo I started a birth control and have been talking to my friend about my side affects, nausea, bad pain in my lower stomach, headaches really bad, and I have been eating so much. I also have started peeing like 30 times a day. I had sex 2 weeks before I got my first shot. She told me to go to the Drs. I'm not sure what to do Awh I got my shot last Wednesday and it is almost Tuesday.