Birth control

I just got the depo shot like last month. If you had this kind of birth control what kind of changes did you have with your body etc? I only got it because I was bleeding for a whole month. Im very skeptic of birth control because with pills I was gaining weight. So now I’ve tried this and after like two days my period was gone. Which I don’t know if it’s due to the shot. But I’ve been having horrible mood swings and extreme anxiety. Which again I’m not sure if it’s due to the shot. I just want to read on your experience if you had the shot.