using a tampon for the first time..?

I've had my period for almost 2 years now and I've missed out on so many pool parties and had the struggles of sporting events with a pad weighing me down. I want to start using tampons. I think it's just more convenient for the things I do. But I'm kinda nervous. I've never tried to put one in before. I've watched like the helpful tips videos but I'm still nervous. What do I do?