How do I finger myself?

I see a lot of girls posting about fingering being their favorite way to masturbate and the way they achieve orgasms, but it doesn't really help me? I mean I've rubbed my clit before and used many techniques but it just doesn't do it. I also don't know how to well... stick my fingers in. And if I try to insert a finger where I think my vaginal opening is, it stings. This is keeping me from exploring my body and I can't use tampons. Do you guys have any tips?