How do I start on birth control?

Sarah
Hey ladies I need your help! I'm 17 and I'm becoming sexually active with my parter. He suggested me the depo shot but after reading opinions and experiences, and making my research I thought that the depo was maybe effective but too strong for a first timer. I was thinking about the pill but I have my questions: 
1. If I don't have insurance, how can I get it? 
2. You still get your periods?
3. If yes, if you don't get your period can it mean you're pregnant?
4. Is it normal to bleed between cycles or miss a period? 
5. I've seen you can get a prescription online and get pills by mail, has anyone tried it? 
6. How effective are they? 
7. Side effects? 
And what would you recommend me? Pill or shot?
Thank you ladies 😊