Tampons vs pads

Okay... In totally embarrassed but idk where else to turn... I'm 16 yrs old and I've had a baby... I started my period when I was 9 and have never used a tampon... 
I'm on nexaplon. A type of birth control and have been bleeding for 3 months straight... I want to go swimming but can't stand how a pad feels when wet. Ew. And I cannot figure out how to use a tampon right... I put it in the right hole and everything and I put it as far as I think I can and it still hurts or is uncomfortable. Any tips or trick to help me? 
I'm so embarrassed...