Depo shots

Abigail
I keep hearing bad things about this from you guys. Is it really that bad?
I got my shot a few weeks ago and I haven't gotten my period (should've gotten it like a week ago). Some spotting here and there the past few days but no cramps or mood swings (as far as I know). My SO and I didn't stop using protection until like 8 or 9 days after the shot.
I don't think I'm pregnant but I'm starting to be scared now cause of the what I've been reading from you guys.
Any advice?