Side effects of depo?

I got the depo shot in October, and in January when my doctor said it would “wear off”, I had my period that last a week. I have had a period since, and my fiance and I are trying to get pregnant. Im worried that the depo has completely ruined my chances. Ive taken pregnancy tests, and it keeps saying negative which is really upsetting. Any other experiences somewhat like this? And what can up my chances of getting pregnant after a depo?