Is it ok to start using depo before a pelvic exam or pap smear? and what should one do to prevent bone loss on depo?

Yes: Yes. Depo Provera (medroxyprogesterone) will not affect your pelvic exam or Pap smear. Bone density that is lost while taking Depo is likely to be recovered naturally once Depo is stopped. Your risk of fracture as you age will be similar to that of someone who never took Depo. That said, you can help prevent bone loss by exercising and getting adequate calcium.