Is something wrong with my Tampon?

Hey folks. My period started this morning and I had to go sailing, so I opted for tampons. This is my second day ever using them.

When I went to change the first one, pulling it out hurt a lot. I figured it was because it was still kinda dry (lighter flow) and that was the pain.

But this afternoon, my flow picked up and I ended up bleeding through my pants. Went to take out the definitely not dry tampon, and it still hurt to pull out.

Is there something I should be doing to make it not hurt? Is this normal?