Is it supposed to be painful to but in your tampon?

So here's the deal, I've learned where to put my tampon in, but it feels so dry when I do so. Even though I'm on my period! Also it doesn't go in all the way. I know it's my vagina but it's just too painful to keep pushing the tampon in because the tampon rubs against the walls of my vagina and it feels really sore/dry and pain. What can I do?