Depo-provera problems.

Okay, Ladies.
I am 21 years old and I got the progestin shot Tuesday and I was feeling really great about it. This is the first time that I've ever taken any birth control, naturally, I was concerned and excited. I was loving it, the idea of not having to worry about taking pills, the fact that eventually my periods would stop all together, and that my boyfriend and I could start having sex without condoms because we all know that unenjoyable that is for everyone. Him and I had sex the first day that I got it and per usual it was pleasurable but then the next day we started having sex and it was uncomfortable, like the feeling when you try to have sex before you're body is "warmed up" so he started to finger me and that hurt as well. We ended up just using lube but that was still slightly uncomfortable. Today (Thursday) we tried again and were faced with the same problems of discomfort and honestly I wasn't enjoying it, like the days prior.  Before I got the shot, I looked up the side effects and saw that change in sex drive was one of them but I wasn't concerned because I have never had issues with that in the past but today, I looked it up and a plethora of women are experiencing the same things that I am. 
My question to you, lovely ladies, is how many of you have experienced these same symptoms and how you dealt with them.