pill & depression

My counselor told me when i first got on the pill that i could start to get really depressed and i kinda blew it off cause it was just a side effect that wouldn’t happen but now i’m almost 2 months in and ive had some horrible nights where i just cry and cry and can’t stop and don’t even know why, and i overthink absolutely everything and it’s starting to effect my relationship and idk if i’m just having a moment or if i should reconsider the pill. also i’m on the combination pill.