I got on the depo shot 5 days ago, and me and my boyfriend had unprotected sex and he did it in me. Was that to early? Could I be pregnant?

Depo-Provera starts to work as birth control immediately after the first shot, if you get it within the first 5 days of your menstrual period.

Just for the record, ask your doctor / nurse any questions that you have. That's what they're there for.

http://www.webmd.com/sex/birth-control/birth-control-depo-provera