What Are The Side Effects Of Depo Provera Injection?

I am a 19 year old woman on Depo Provera birth control. While on Depo I've had some spotting, but no heavy bleeding like a menstrual cycle. I've experimented with MDMA three times and each time I have experienced heavy bleeding, but it stopped after I stopped rolling. My last time was earlier this week. I bled then, and today (a week later) I noticed I started bleeding after I had quite a bit of caffeine today. Why is this? Should I see a doctor?