went to pee and this fell out... TMI, but please help!!!

I've been on the depo shot for a little over a month and I've been on my period since Sunday, it started out super light and brown and now it's kinda heavy and it's red, I had sex twice on Monday and three times on Tuesday and its I started have cramps last night and I woke up and when to the bathroom and this fell out, can someone please tell me what this is, I'm scared