How to choose tampons?

Hi Ladies! I've always wanted to use tampons but I can't seem to get it inside the right way. I've tried a couple of times but it's too uncomfortable and I still can feel it, so I guess that it wasn't deep enough, but I have no idea which way to push it deeper. I'm a virgin but my vagina isn't closed shut. Are the ones with aplicators easier to use? Do you have any tips for putting it in? I've asked my Mom but she's not a tampon user and has no idea...