I Just Started The Depo-provera Shot 2 Weeks Ago. And

I just started the depo-provera shot 2 weeks ago. And 3 days ago was the start of my first period since going on the shot. It started normal and then today I had horrible cramps and then I felt myself "pass" something. I thought it was what I call a clot, but when I went to clean myself up I noticed it wasn't the usual clots. It wasn't deep red, it was fatty. Almost flesh colored. Lightly bloody. No shape or anything, just a blob. And it was about a palm full. My husband and I weren't exactly safe before I had the shot, we used the pull-out method...which we know isn't a reliable method. I worry maybe I could have been pregnant the day I received the shot. I was given a undine test to make sure, but could I have been not far enough long. On a side note: I miscarried our second child exactly a year ago, so this "clot" frightens me! I plan on calling my gyno first thing in the morning, but I can't get that "clot" out of my head.