I have two years taking the depo shot and never had a period scence then and now I got one is that
Okay?

Yes having your period is a natural process for a woman there should be no need to worry it is just the process that your body is expelling the unfertilized egg it is possible that you ovulated this past month against your depo and the egg needs to be removed from your body.. I'm not a professional but my sister-in-law had this situation she came out OK she just decided to change birth control methods and no you don't have to if you are uncomfortable just make a trip to see your dr