depo shot

I've been on the depo shot for almost a year now. I get the headaches occasionally, and I'm really moody sometimes. It's made my periods last a long time. I got my period may 8th, it started off just light pink. Then my usual flow. Now for the past 3 weeks I've had a light brown discharge. (No smell or itchiness or anything like that) I've been a little nauseated since the start of this and I also get heartburn at the same time every single morning. I've been with my boyfriend for a year. We don't use condoms. I know there is a slim chance of pregnancy with the depo shot. Just wondering if what's been happening is side effects from the shot, something is wrong, or I'm pregnant. If anybody could share some advice or anything like that I would really appreciate it. I'm usually embarassed when it comes to this kind of stuff so I don't really know what to do