Bleeding 5 weeks after delivery with pain

Five weeks ago I had my third baby. It was a normal vaginal delivery with an episiotomy and no tears. My lochia turned yellowish-white around 3 weeks postpartum. Around 4 weeks postpartum I felt real tired. At 4.5 weeks I had a pain on my left side and two day later I started to bleed a dark brownish- pinky color, not bright red, and I'm still bleeding. I want to know if this is normal or should I contact my physician?

This is not uncommon. As long as you do not have a fever and as long as the bleeding is not greater than a normal menses, the doctor will probably just have you wait to see what happens further.

Or, could this mean I'm too active?

Probably not although sometimes strenuous activity can start off some spotting.
Could it be my periods returning?

It probably is not a menses but it could represent your first ovulation if you are not breast feeding.
Also, the same day I had that pain I had sex (not supposed too, until check up). Could I have
caused this by having sex?

Sexual relations can sometimes start up some bleeding postpartum for the first one or two times. If it happened more than that you might need to see the doctor for a checkup.
Now, my bleeding has changed it turned bright red with a few small clots. Could there still be a piece of the placenta left?

Could be but probably not. What tissue does come out sometime later is the decidua which is the tissue between the lining of the uterus and the placenta. It takes awhile to totally slough out.