I had my first depo provera shot given to me about 2 months ago. I had unprotected sex a few times during these 2 months. I would say the last time was 5-6 weeks ago. I had my first period since the shot, last week. The one before that was two weeks before the shot (it's very irregular) I'm worried I might possibly be pregnant. My mother had her period while pregnant with all three of her children. Can it be? Is it unlikely?

Unlikely, I would wait maybe two more weeks, then it would be 7 to 8 week after sex.
And do a pregnancy test with first urine of the morning