Yeah, sounds like you're definitely suffering from depression. Of course everybody experiences stuff differently, but for me it really is a "I'm crying, not for a reason, but because crying is a thing that happens to me these days."
For the Mirena, my boobs hurt. Like really hurt. All. the. time. It's not a huge deal because they're tiny so it's not like I frequently bump into them or anything, but whenever I touched them at all it HURT. Putting on shirts hurt. Putting on/taking off a sports bra, ow. And it never went away. That is a potential side-effect of any birth control, but not one I ever experienced before and it sucked.
Also the discharge was pretty ridiculous. When I first started on depo, I spotted, constantly, for the first year I was on it, then it stopped. I never had to wear a liner or anything, it wasn't really that bad, just annoying. For the Mirena it was a LOT of discharge, and it was thick, mucus-y discharge. It was really gross and after a couple months of it not changing or going away I started wearing panty liners every day.
For some people those are no big deal, but those combined with the whole "this thing in you can totally become a loose foreign body and go floating around in your body" was enough that I had it taken out. I went back on the depo. I don't have any side-effects on it so I'm a-okay with it... it works for me. After how bad things were on the NuvaRing, and the Mirena not working out as well as I'd hoped, I was honestly afraid to keep trying stuff and just went back with what worked in the past.