Should i contact my doctor if i've had breakthrough bleeding for 2 weeks after getting my first depo-provera shot?

No: Bleeding after depot Provera (medroxyprogesterone) shot is completely normal. Hopefully, the bleeding will stop soon, but it's definitely within the normal range of side effects from the Progesterone in the shot. If it interferes with your quality of life, you may want to see doctor to add some estrogen to help stabilize the endometrium so the bleeding stops. Good luck!