Help with tampons

Okay, so I’m 14 and I’ve been using pads since I was 11. I take gymnastics this year and started using tampons today. However, I’m not sure if I got the wrong size or if I’m inserting it incorrectly. It hurts to move and sit down, but laying down and standing still, I feel fine. Can someone please tell me what to do? I’ve been researching for hours and can’t find any answers. I need REAL advice from REAL women.