When I was younger I tried tampons and had the same problem. They hurt while they were inside me. Well I found out that there is this stretch of skin that needs to be broken. After mine was broken I did not have anymore problems inserting tampons. The only other problem I had was that tampons were great to wear, but I always had to wear a pad too. I could never just wear a tampon because the blood will still come out and on my underclothes.