Depo-Provera shot?

I'm 7.5 weeks postpartum with my first baby and 3 weeks ago I got my first depo shot. The next day I stopped my pp bleeding but a few days later I started my period! Lame! I've been bleeding for almost 2 weeks now. Is that normal or has anyone had experience with this? I'm also super emotional (not normal for me)/may have ppd. I've read that depo can enhance those feelings if you already have them. I'm not very familiar with birth control, I used tr pill for a while before I got pregnant but it made me feel sick.