Yes, when you get off Depo, it could take up to a year for you to get pregnant regardless of how long you were on Depo.
Yes, there are also serious side effects to Depo. There are side effects to every hormonal method of birth control, but Depo actually has some irreversible side effects.
You can find information on any form of birth control if you google it. Often times, when looking up birth control, the very first site that comes up will have a list of side effects. This site will tell you more about Depo:
http://www.fwhc.org/birth-control/bcdepo.h
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Your doctor should have explained all of this with you before you started Depo. They often have papers with all of the symptoms written out to give patients. If your doctor does not explain these things to you, feel free to see someone else. This is pretty important stuff to know.