Is it normal to have discharge on the depo?

Cramping - normal
Spotting - normal
Discharge - depends on colour & odour. If it's clear, pink, red, or brown, then that's the Depo, but if it's green or yellowish (before drying) & has an odour, then you need to see a doctor for a potential infection.
Depo Provera tricks the body into thinking it's pregnant, so eventually your periods are likely to stop all together. However, this can take 2 or 3 shots.
It can also give you any symptoms you might get when pregnant (even to the point of back ache, as it can weaken your ligaments in your pelvis, ready to expand for a growing baby) or any you might get with a period. Basically, any hormonal symptoms.
Most symptoms pass after the first 2 to 3 shots, if not, before.