Not about sex but need help

Ok so this is my first time wearing a tampon I’m 21 lol well 2 but it’s been a really long time since my first but any way the first one I did was the one in the planting thing that u push up there and puts the tampon out but I’m trying a. Ew brand called I think ob the little one that’s only the tampon part that hold ur period the first was ok but this brand kinda hurts and is uncomfortable should I stop using this one and go to the other I only use as night and if I’m not moving a lot I’m ok and if I do it’s uncomfortable and hurts a lil could I be allergic to this brand???? HELP!???!