Tampons. Tmi. Newbie

So I am 23 and I have never used a Tampon and according to my sister I am weird. But when I was younger my mom wouldn't let me use them so I just never have because who the hell you ask as a grown up how to use a tampon? I think I have figured it out but is it supposed to hurt when coming out? Going in is not an issue but there is a little bit of pain when it comes out. Just wondering if that is normal or if I'm doing something wrong.