What Are The Side Effects Of Depo Provera Injection?

Hi, I got on Depo Provera for the first time about a month and 2 days ago. The day after I have unprotected sex. & about 3-4 weeks after I've been getting sick in the morning, have creavings for food I hate, I'm constipated, my breasts are sore, and I get really bad headaches. I missed my period but I'm not sure if I'm supposed to even get it because I'm on the shot. I took 2 take home pregnancy tests. One I took too early and resulted as negative, the other I took about a week ago, and also resulted as a negative. But I honestly think I'm pregnant. Any advice? because I'd kind of like to know whether I am or not..