Help with tampons

I've always wanted to try tampons and so today I have. Today I used a tampon and I had it for about five hours and the string had blood on it. So the box said that you put it on for 8 hours and I know that you can't leave it in too long with so much blood. And I'm concerned that I might get an infection or something because the blood seeped through. Can someone tell me if I can put in another tampon after or should I wait a while and then put in another one.