Depo shot is affecting me

Its been like six months that I started with the birth control method (depo shot), since I started I just notice changes in me; weight loss, alot of bleeding, horrible cramps and loss of appetite. Im 18 and I still virgin, tomorrow I have a appointment to get the shot again but I have plans to change my birth control to the one that goes in my arm...

Does the depo shot is affecting me? Its normal the side effects?