Yes, it's true. Thyroid problems do have connections to your period, fertility, weight, mood, etc. I would definitely get it checked out. It's not usually a hard thing to fix, if it is a problem. Good luck!!
I forgot you mentioned the thyroid thing - do you know if it's hypo or hyper thyroidism? You could google that too to get info on it - but if they said you have a problem with your thyroid you should definitely get it checked out if you haven't already. My sister has a thyroid problem and she is on medication - it helped her to lose weight - and yes, it can effect your periods and even your fertility, but it's usually very treatable and not permanent. If you have anymore questions about it let me know (just post it - I'll find it)
Irregular, heavy, or NO BLEEDING are common side effects of Depo Provera. After a year of use, many women stop having periods. Lack of a period becomes increasingly common with longer use.
I copied this from the website http://www.fwhc.org/birth-control/bcdepo.htm It has all kinds of information about depo provera. I just googled depo provera to find it. I was always under the impression that it made you stop getting your period. I looked into it once, and they told me that it could even take up to 6 months AFTER you STOP using it before you get your period again. So not to worry... it's all perfectly normal. If you are already overweight though (I am too!), you may want to read the part on the website about how it makes you gain weight and how you are supposed to take calcium and exercise while on it. Just something you may want to think about. But don't worry - I'm sure you are fine.