Depo shot and weird discharge ?

okay so I've been on the depo shot for soon to be 2 months now , and have been bleeding/spotting .. I have to wear a tampon almost all the time ! I've had unprotected sex ( 2 1/2 weeks after starting depo ) but he pulled out .. lately I've had this yellow creamy ( I think discharge ) on my tampon along with the spotting .. this came out of no where and is freaking me out ! what is it and what should I do ??