Okay, I'm going to explain my situation the best I can, and I hope to have an answer, but please I'm begging you to bare with me because I'm confused myself :(... So I am on the Depo-shot because I have a horrible constant period, so the doctor told me that I should try the shot, I lost an extremely good bit of weight I don't know if it has something to do with the shot or not, but my question begins here... I am sexually active yes, so now a few weeks later I am gaining weight , I am bleeding but its not normal blood ( red) , and it comes and goes, I'm nauseated, and I have been sleeping more , but waking up even more tired, My nipples hurt... so much that wearing my bra puts me in tears, my apatite has changed as well , I'm asking only to see what everyone's opinion is , is it possible to bleed like this and me be pregnant? Please no smart remarks... I really just am desperately seeking answers..

Define smart remarks? Should I drool a little and shrug my shoulders. If you want an intelligent and thoughtful answer then you should be prepared for smart remarks.

Did you get your shot within the first five days of your period? If you have a constant period it would be hard to say. You're probably safe from pregnancy. I was looking at the list of side effects and saw:


abdominal pain or cramping
acne
back ache
breast swelling or tenderness
brown spots on exposed skin, possibly long-lasting
changes in menstrual bleeding:

increased amounts of menstrual bleeding occurring at regular monthly periods
heavier uterine bleeding between regular monthly periods
lighter uterine bleeding between menstrual periods
stopping of menstrual periods


constipation
decreased bone mineral density
diarrhea
dizziness
fatigue
heartburn
hot flashes
loss or gain of body, facial, or scalp hair
loss of sexual desire
mild headache
mood changes
nausea and vomiting
nervousness
pain or irritation at place of injection
painful periods
rapid heartbeat
swelling of face, ankles, or feet
trouble sleeping (I take this to mean that your sleep cycle chances)
unusual tiredness or weakness
Headaches
Depression
Changes in appetite
Weight gain


I bolded the symptoms you have. In my opinion, you're probably not pregnant, though you will want to take a Home Pregnancy test some time in the new few weeks to confirm this. What you're experiencing is known side effects of the Depo-Provera shot.