Anyone ever get pregnant on depo?

Vincenza

I got my 1st shot on May 10th. The nurse told me she saw girls get pregnant on depo and I should wait 4 weeks before going unprotected. I couldn't see my bf until 2 week after I got shot and we did it multiple times and have been every weekend since. My periods completely stopped and I got shot about a week after my last period. I keep cramping lightly off and on today (kinda like before you start) that comes and goes and I have went from most of the time not being hungry at all some days to then being hungry all day others. I've also been tired and really emotional and just randomly feeling like crying and not knowing why. Is this all side effects of the shot or is there a possibility?