Weird Tampon Question...

So I find it really painful to put in a tampon, even really small ones. My sister told me to try to stick my finger up there to see how deep I can go and I can only get to the first knuckle sometime before it becomes really painful. Has anyone else ever experienced this? I have never had sex so I think that has a lot to do with it, but I still think I'm "tighter" than I should be. Should I just go see a gynecologist?