I was on the third day of my period when i got the depo-provera shot for the first time. my period stopped the next day is that healthy?

Yes, that's normal: A shortened period after getting a Depo Provera (medroxyprogesterone) injection does not mean you are abnormal. Many women do not have menstrual periods after an injection and that actually helps prevent anemia.

It is fine: The hormone in the Depo Provera (medroxyprogesterone) shot besides preventing pregnancy also stabilizes the lining of the uterus, so it can stop the menstrual flow. This is not harmful to the lining of the uterus - the lining will shed on its own at some point. The hormone also encourages the lining to not grow, which is why over time many women on it bleed less, tho the first few mths the periods are irregular.