never used a tampon?

An
Okay guys, so I've never used a tampon before.. until yesterday. Growing up with a mom in her 60s, she taught me that tampons were dangerous because of TSS and being linked with all kinds of scary side effects. I'm 20 years old and was always scared of tampons, so I've always stuck with pads- but I didn't like the idea of sitting in blood so I yesterday I did it. If everyone else uses them like it's nbd then so could I. Now I have some really stupid questions but being new to this i thought I'd ask you guys. 
I'm not even sure if I did it right, I don't have any kind of reference but it felt like it might not have been in all the way. Idk how far up to go?
Do you have to change the tampon every time you go to the bathroom?
Can you sleep in tampons? 
How long do you usually use them? 
Side note, I didn't really like them because once it was out it briefly felt like I had a sharp pain in there. I think I'm only going to use them if I have an emergency or for swimming. 

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