tampons

I've always had a hard time with tampons, I can't put them in bc every time I've tried they start to hurt me and I freak out and get to nervous to continue. Is it bad that I can't put them in? Most of my friends wear tampons and I feel babyish for being more comfortable in pads. My grandmother also thinks it's silly that I can't use tampons. They just make me too anxious, I freak out just thinking about using one....