I had a shot of depo last jan'10, it is my first shot, and was due last march and I did not come back for another shot, I had a normal menstruation last April, is there a lot of chances for me to get pregnant?

Have you been using another sort of birth control instead? If not, and you have been having sex, then yes... there is a chance you could get pregnant. Even with birth control is there is a chance... just less of one.
For the depo shot to work as it should, you need to have the next shot in the time frame required.

I'm not into another birth control, because I'm planning to get pregnant, but I'm scared on what I had read that it takes time to get pregnant once you had a shot. I have a strange feeling that what I felt right now is just one of the side effect of depo shot. Because I am always hungry these days and gain a lot of weight.is it possible that the side effect of the shot would effect now(jan'10 is my first and last shot).

Some women do gain weight and it can then be difficult to lose. Was the weight gain recent? If so, not likely it can be blamed on the depo shot back in January. Have you tried a pregnancy test?

It is unfortunate the more women are not told, or do not find out first, that it can sometimes take quite a bit of time to become pregnant after having been on the injection. You only had the one shot, so hopefully it won't be too long for you.
A good idea would be to set up a preconception visit with your doctor to go over ways to increase your chances of pregnancy and insure a healthy pregnancy.

End of march I weigh about 53.1 kilos and last week I weight 56.3 I think I weigh too much. Well, I think the best way is to have a pregnancy test.. thanks for your help it really helps me a lot...