on my period but still having pregnancy symptoms.

Hi,
Welcome to ehealthforum,
It is difficult to distinguish between early pregnancy symptoms and those caused by the hormonal Depo shot (that can mimic pregnancy symptoms) without examining you. If you have had late ovulation in your last menstrual cycle, and had been sexually active around ovulation time, you can be pregnant (and the bleeding/period that you experienced could have been decidual bleeding). Look out for development of any other new symptoms if pregnancy is suspected. If you have got abnormal periods, or if you suspect chances of pregnancy, or if the symptoms suggestive of pregnancy are persistent, consider visiting your doctor/gynecologist at the earliest for thorough examination (to confirm pregnancy related changes/signs in body) and blood/serum HCG level test (to confirm/rule out pregnancy accurately). Be in regular monitoring and follow-up with your treating doctor/gynecologist and report any new/abnormal symptoms immediately. Drink plenty of water. Take adequate rest. Maintain healthy diet and lifestyle.
Take care.