I just received the depo birth control shot back on the 14th of nov and they said when I got the shot I would not have my period any longer however tonight I started to bleed and it just came what does theat mean

It just means that you may be one of the ones who gets your period. It may go away with subsequent shots, but some women still get their periods.

Yep I had periods for the first 6 months although they gradually get lighter as the time goes on .
Some people never loose there period though and some do over time and others instantly.