Does the depo shot usually mess up your period right away?

I just got the Depo shot about 2 weeks ago. My period was suppose to arrive about 4 days ago and hasn't yet, now I'm scared I may be pregnant. Is it normal for your period to be irregular as soon as you get the shot. I've been looking around on the Internet and it shows irregularity after about a year of use and I just got on it. If anyone has any personal advice or experiences with the depo shot that would me much appreciated!!!