If you have only just started on the shot it may give you similar symptoms to pregnancy as that is the effect it is supposed to have, it fools the body into thinking it is pregnant so you don't ovulate. You could get your blood tested to reassure you. IF you want to be extra sure then yes. Sometimes poeple don't do home pregancy tests correctly and can often get incorrect readings. If you want to be extra sure whether you did the test correctly or not, then yes I would recommend you getting tested by a qualified doctor.