Why Does Strings Appear In The Tampon?

I started taking the depo shot on november 28th. Since then, in December, I did not have a period at all but I did have menstrual cramps during the time that I would have had my period. For the past couple of days I have been having light bleeding ONLY during the day and there are these strings of things that come out on my tampon. They are bloody and sometimes the ends of them are white. What are these strings and why do I have them? Is this normal of a side effect of the depo shot?