How soon does the depo-provera provera (medroxyprogesterone) shot work? what if i got my first shot the second day of my period will it work right away?

To be safe: 7 days: Depo takes 7 days to start. Since you received the shot during your period, you are probably protected immediately. This is because you are not likely to ovulate for 10 days not because of depo. To be very careful, refrain from sex, use emergency contraception if you have unprotected sex (asap up until 5 days afterward), and of course always use condoms to prevent infections.