Is it normal to have dizziness and larger blood clots while using the depo shot?

Here's a webite you can check out. It does list dizziness as a common side effect.
I remember when I was on Depo there was a booklet that came in the box with the solution it had a phone number on it that you could call and speak directly to a nurse regarding any concerns you have.
Depo Provera side effects (Medroxyprogesterone) and drug interactions - prescription drugs and medications at RxList (http://www.rxlist.com/cgi/generic/depoprovera_ad.htm)