I am 21 years old, I got the depo provera shot about 2 months ago so it's almost out of my system…

I am 21 years old, I got the depo provera shot about 2 months ago so it's almost out of my system because I'm suppose too get the shot every 3 months, I've only had one shot. The side effects have been horrible so I am not going too get the shot again. My boyfriend and I have decided we want too have a baby now. I have been having sex regularly with my boyfriend and he cums inside me almost everytime. Well last night after we had sex I was bleeding bright red blood, not a lot but it defiantly was not period blood. And then it stopped. Then after that we tried later in the night too have sex but he couldn't really get his dick in without it feeling really tight he said which is unusual because we always have sex just fine. It's like my cervix is closed or something? My breath also hurt when touched. So my question is, is there a chance of being pregnant while on my first shot?