when to test?

I have been on the shot for the past four years and I am usually so good about getting my shot done before it expires however these past couple months have been very stressful and I missed getting it. It was due last week and I have not had a period yet. I usually get one a week or two before my shot is due and thats my little reminder to go in and get it done. I am now scared I might be pregnant and I don’t know when is to soon to take a test. I have gained about 5 lbs this past week and am very emotional. I never thought this to be a possiblity until I called the clinic today to make an appointment to get my shot and she told me I would have to take a pregnancy test. Is it really possible that I might be pregnant?