First time tampon user

This is my first day using a tampon..the first time I took it out, it was fine. I replaced it fine and I was all set for work. I got to work did a swim lesson in the pool, got out, lifeguarded, and then went inside sat...this all took place in like 2 hours. It was time to change, I bought my extra tampon with me and went to the bathroom. When I saw the string, it was pinkish, I pulled it out and it kinda hurt. Idk if I pulled to hard or what. Then I obviously had to put a new tampon back in, I did and afterwards, I could feel it. I felt it when I sat down and a little when I walked. Is it normal to have pain when taking it out? Also, the second time, did I put it in wrong? Please help, I’m worried if I should continue to use them.