Depo Shot!

So I got my first depo shot in June and I’m starting to seriously regret it. My period has been on twice this month and it’s lasting longer than normal. My main reason for getting on it was to prevent having a child but also for the weight gain. I haven’t noticed any weight gain, but this is my first month so that’s expected. Anyways, I don’t think I’m going back to get another shot, I’ll probably just get switched back to the pill or do no birth control at all. Has anyone else had this problem from the shot?