Hi I had my 1st depo shot the same day I had sex with no condom.. I didn't tell the doc I had sex that day I told her 2 weeks before for the last time I had sex.. my last period was oct.. 12 it is now nov 13... no sign of period.. some days my breast are killing me... I get this whiteish clear mucus all the time with no odor.. am I pregnant.. or its the effects of the shot... remember I had everything done the same day... sex,shot... all in 1 day.. can u help me

You very well could be pregnant or this could be effects from the jab. You need to wait at least 3 weeks then take a HPT using first morning urine.

The downfall of this is that the depo causes amenorrhea (no period) for many women, so you will NEED to follow up with your doctor.

The shot can have this effect on some women... I would go back to your dr and have a blood test done to know with any certainty that your not pregnant.

On a more personal note I recommend the IUD as opposed to the depo shot. This like will explain more about the depo shot and it's side effects. Make sure you look at it.
Depo-Provera, the Birth Control Shot (http://www.webmd.com/sex/birth-control/birth-control-depo-provera)
And this one is for the mirena IUD.
Drugs and Treatments - Mirena IU - Patient Handout from WebMD (http://www.webmd.com/drugs/drug-20420-Mirena+IU.aspx?drugid=20420&drugname=Mirena+IU)

Anytime you start a new birth control method you are to use a back up for at least 2 weeks to allow time for the birth control to take effect. (and keep in mind, even then, they are not 100% effective).

So needless to say, you were not protected at all for this sexual encounter.

As J9 said, the shot usually stops periods... so that is one thing you are not going to be able to go by as far as trying to judge weather or not you are pregnant.
The only thing you can do now is wait and take a HPT when J9 specified.