Tampon Problem

So I am new to putting on tampons, and my best friend told me I could actually pee and not have to change my tampon after every pee, so Ive noticed that maybe after 2 bathroom trips my tampon starts leaking so I go and change it and its wet with more pee than period!

For example lets say if i had just put my new tampon in and 30 ish minutes I have to go pee should I change it? Even if it’s technically still new?

Any Ideas in what I am doing wrong?

How can I improve??