I Had My First Depo Provera Shot Approximately A Week

I had my first depo provera shot approximately a week and a half ago. I was due for my period in 5 days when I got the shot. I have recieved my period a few days ago as I assumed a would since I had already ovualted prior to recieving the shot, except it came a week late. Today, 2 days into my period, I found a thick clotting of sorts, it was both white and bloodied in certain parts and had a very thick consistency. I have never seen this and it really troubled me. What may this have been? Should I be worried? I am 17 years old and female, Iahve had my period since 12years old.