Depo shot and late period

My last period started on 9/21 and it was four days long. I decided I wanted birth control so went to the OB and found out my period is late. They gave me a test that came out negative and gave me the shot anyways. I’m a little scared because I’ve had cramping similar to when i found out I was pregnant with my other kids. Not period cramps. Should I test again or do you think I’m good? Also if I got the shot will I now skip my periods all together? Just a little nervous but the OB didn’t seem to think it was that serious.