Coming off depo and getting pregnant

I recently jus got my depo shot after being late i got it 9-24 i was due 12-24 planned parenthood neva gave me a window so that i could be on time. I had intercourse tha 24 and tha 31 thinkin that i would be ok. I got my period 1/4 lasted 3 days and tha 6 i got my shot which tha nurse told me that was in my window i would be fine. Gave me tha shot and told me when to come back. My next one im not going to get because i want to get pregnant and i have been off depo once before and i got my period right away lasted 4 days but every month it started becomin regular. Will it be easier for me to become
Pregnant since this has happen before and should i test for pregnancy since i was late and they didnt test me.