TAMPON HELP!!

I'm 14 but mature. I really want to use tampons but I never could. I started practicing putting my finger up there so It made me feel comfortable with using Tampons because I could put my finger in. only problem is the tampons are just too big, in fine with the mini ones but I feel like my period is way to heavy so the mini wouldn't be enough, AND it ALWAYS BURNS to put in even when I'm on my period and super wet, why does it burn?