Dr. wants to test out depo medrol injection to "jump start" treatment with Plaquenil

(26 F) Newly diagnosed with SLE as of last week. Says in my chart that I am high risk for nephritis. I feel great already just starting the Plaquenil but Dr. is wanting to use depo medrol injection (which is a stronger form of prednisone).

I am unsure about this. My parents think I should get a second opinion. Thoughts? Advice? I've been on Plaquenil for over a week now and have already noticed a huge difference. Is doing the injection necessary? I am wanting to ask how often I would need this injection, as well. Will do so after typing this.

edit: doc said injection would be a one time thing.