Extremely LONG period after starting the shot.

Tiffany
Okay, so, I started taking the Depo shot the last week of August. I had previously been 6 months without a period which my Gyno said was fine seeing that I never had regular periods and had been under a lot of stress but I have been bleeding for over a month now and the past few days have been super heavy with a lot of clotting, which isn't normal for me.
 Is this normal after starting the shot or should I contact my Dr.?