Depo shot problems.

I got the Depo shot about 3 weeks ago and the doctor barely told me anything about how it works. I was like my 4th day in with my menstrual and that lasted about a month then i called my doctor and asked her if this was normal. She said that it could take from 6 weeks to 6 months until my body gets use to it but i was also on the pill at the time and the doctor said it was fine so i let it go Then after that problem was over i was having really bad cramps and then dizziness, nausea, not wanting to eat and constantly feeling full, i let that go. But right now i randomly started bleeding a really dark brown that lasted for about an hour. Then the same day it completely stopped then i had sex and then the next morning i was bleeding bright red and its not stopping. Can someone please tell me if this is normal?