I got my first injection of the depo-provera on the 25th of sep, had unprotected sex on oct 3rd, can i be pregnant if he came inside me?

Unlikely: Unlikely, but always possible. If concernef.check a preg test

Possibly: The hormone in the Depo shot starts working fairly quickly (one reason it's in the Morning After Pill), so, most likely you didn't get pregnant. But, one side effect of Depo is that, like pregnancy, it can stop your periods. If your period doesn't come when expected, do a one-time home pregnancy test . After that, you can relax about an unplanned pregnancy--but NOT an unplanned STD. Stay safe.

It would be unlikely: Remember that regardless of when you started relative to your period, after the seven day period, the injection should have "kicked in" - which is why when you get the injection, care providers recommend a second form of birth control for the next week(it works almost immediately if given within 5 days of the start of your period). So it would be very unlikely that you'd be pregnant.