Birth control effects??

So I a while ago(not completely sure how long) I started the depo shot. I only had one injection and I gained about 20 pounds in those 3 months. Then I had a 2 month long period while I tried to straighten it out with the pill. I couldn't stand all the mood swings, weight gain, and every other side effect on the list that I had, so I just quit. My period is pretty much back to normal. I have tried to lose weight but if I take of for 2 days, I gain half of it back? I still have some side effects going on. Is this from the birth control or am I doing something wrong?