Pregnancy Test confusion

Okay, my period is four days late, and it shouldn't be as I was on my period when I got the depo shot. I got the shot on my wedding day and we didn't use condoms but I've been told you're protected immediately if you're on your period, which I was. So I'm four days late, and I took a clear blue pregnancy test and got a faint positive, but then read that those are misleading so I took a first response test but it came back negative and I'm just very confused. What do I go by?